+1,643.1%
TSM vs UEC
+616.1%
+1,027.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.3% |
| 7D | +6.2% | -3.8% | +10.0% | +6.7% |
| 30D | -7.3% | -13.5% | +6.2% | -5.2% |
| 3M | -7.1% | -40.5% | +33.4% | 0.0% |
| 6M | +0.2% | -56.7% | +56.9% | +12.2% |
| YTD | +32.2% | -43.0% | +75.2% | +40.4% |
| 1Y | +42.8% | -42.5% | +85.3% | +50.8% |
| 3Y | +330.4% | +11.6% | +318.8% | +295.0% |
| 5Y | +263.9% | +21.8% | +242.2% | +208.2% |
| All | +1,643.1% | +616.1% | +1,027.0% | +924.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling