+399.2%
TSM vs UEC
+148.7%
+250.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +2.7% | -6.9% | +9.7% | +4.2% |
| 30D | +3.6% | +7.6% | -4.0% | +1.7% |
| 3M | -3.4% | -18.4% | +15.0% | -0.7% |
| 6M | +20.6% | -23.3% | +43.9% | +23.8% |
| YTD | +41.9% | -1.2% | +43.1% | +37.3% |
| 1Y | +84.4% | +2.3% | +82.1% | +73.8% |
| All | +399.2% | +148.7% | +250.5% | +278.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling