+6,635.8%
TSM vs UEC
+7.8%
+6,628.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.9% | +7.9% | +2.7% |
| 7D | -2.1% | -5.2% | +3.1% | -1.5% |
| 30D | -12.5% | -22.0% | +9.4% | -10.2% |
| 3M | -5.0% | -37.0% | +32.0% | -0.5% |
| 6M | -3.2% | -52.7% | +49.5% | +3.9% |
| YTD | +31.5% | -38.6% | +70.1% | +36.3% |
| 1Y | +35.7% | -44.6% | +80.3% | +41.7% |
| 3Y | +323.5% | +27.1% | +296.4% | +294.8% |
| 5Y | +263.4% | +37.9% | +225.5% | +220.6% |
| 10Y | +1,598.5% | +631.6% | +966.9% | +1,072.4% |
| All | +6,635.8% | +7.8% | +6,628.0% | +4,128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling