+36.0%
TSM vs UEC
-46.3%
+82.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.1% |
| 7D | -10.0% | -13.8% | +3.8% | -6.8% |
| 30D | -18.5% | -23.1% | +4.6% | -13.8% |
| 3M | -4.9% | -31.5% | +26.6% | +2.6% |
| 6M | -1.0% | -51.5% | +50.5% | +12.9% |
| YTD | +31.3% | -38.4% | +69.7% | +37.5% |
| 1Y | +36.0% | -44.7% | +80.7% | +43.8% |
| All | +36.0% | -46.3% | +82.4% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling