+12.4%
TSN vs UEC
+631.2%
-618.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.6% |
| 7D | -1.4% | +4.9% | -6.4% | -1.8% |
| 30D | +10.2% | -17.5% | +27.6% | +11.3% |
| 3M | +7.2% | -40.1% | +47.3% | +10.2% |
| 6M | -10.6% | -56.1% | +45.5% | -6.6% |
| YTD | +3.7% | -41.8% | +45.5% | +5.3% |
| 1Y | +13.5% | -44.8% | +58.3% | +15.3% |
| 3Y | +40.1% | +20.6% | +19.5% | +29.5% |
| 5Y | -14.5% | +24.3% | -38.8% | -24.9% |
| All | +12.4% | +631.2% | -618.8% | -25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling