-7.7%
TSN vs UEC
+939.6%
-947.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.0% | +6.4% | +1.7% |
| 7D | +1.4% | -4.3% | +5.6% | +1.6% |
| 30D | -6.2% | -3.8% | -2.3% | -6.1% |
| 3M | -5.7% | +17.0% | -22.7% | -7.0% |
| 6M | -11.4% | -23.9% | +12.5% | -10.7% |
| YTD | -8.2% | -5.7% | -2.5% | -9.3% |
| 1Y | -2.0% | -12.5% | +10.5% | -3.4% |
| 3Y | +11.9% | +136.5% | -124.6% | -1.2% |
| 5Y | -17.8% | +243.3% | -261.1% | -33.4% |
| All | -7.7% | +939.6% | -947.3% | -38.1% |
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