+6,502.3%
TSM vs UEC
+14.6%
+6,487.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.1% | -6.6% | +2.4% |
| 7D | -2.5% | +1.5% | -4.0% | -2.6% |
| 30D | -14.3% | -17.1% | +2.8% | -12.5% |
| 3M | -7.2% | -32.3% | +25.1% | -3.6% |
| 6M | -5.1% | -49.7% | +44.6% | +1.2% |
| YTD | +28.9% | -34.8% | +63.6% | +32.8% |
| 1Y | +37.1% | -37.5% | +74.6% | +41.4% |
| 3Y | +341.5% | +37.1% | +304.4% | +308.4% |
| 5Y | +245.7% | +44.3% | +201.4% | +203.5% |
| 10Y | +1,502.2% | +737.4% | +764.9% | +992.7% |
| All | +6,502.3% | +14.6% | +6,487.7% | +4,018.2% |
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