+7,167.2%
TSM vs UEC
+73.5%
+7,093.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.8% |
| 7D | +2.7% | -6.9% | +9.7% | +3.5% |
| 30D | +3.6% | +7.6% | -4.0% | +2.6% |
| 3M | -3.4% | -18.4% | +15.0% | -1.8% |
| 6M | +20.6% | -23.3% | +43.9% | +22.7% |
| YTD | +41.9% | -1.2% | +43.1% | +39.9% |
| 1Y | +84.4% | +2.3% | +82.1% | +79.7% |
| 3Y | +380.2% | +162.3% | +217.9% | +315.2% |
| 5Y | +275.3% | +287.2% | -11.9% | +198.1% |
| 10Y | +1,751.4% | +1,009.6% | +741.8% | +1,119.9% |
| All | +7,167.2% | +73.5% | +7,093.7% | +4,240.8% |
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 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