+236.4%
TSM vs UEC
+47.5%
+188.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.8% | -0.5% | +5.1% |
| 7D | -7.6% | -10.2% | +2.7% | -5.7% |
| 30D | -20.5% | -26.9% | +6.4% | -16.0% |
| 3M | -10.0% | -35.7% | +25.7% | -3.3% |
| 6M | -10.1% | -56.1% | +46.1% | +2.0% |
| YTD | +24.5% | -40.8% | +65.3% | +32.5% |
| 1Y | +31.2% | -43.4% | +74.5% | +39.9% |
| 3Y | +322.0% | +25.4% | +296.6% | +274.3% |
| All | +236.4% | +47.5% | +188.8% | +170.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling