+11.6%
TSN vs UEC
+616.1%
-604.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.6% |
| 7D | -1.4% | -3.8% | +2.3% | -1.3% |
| 30D | +8.5% | -13.5% | +22.0% | +9.2% |
| 3M | +5.3% | -40.5% | +45.8% | +8.3% |
| 6M | -10.5% | -56.7% | +46.2% | -6.5% |
| YTD | +3.0% | -43.0% | +45.9% | +4.7% |
| 1Y | +12.1% | -42.5% | +54.7% | +13.6% |
| 3Y | +43.1% | +11.6% | +31.6% | +33.2% |
| 5Y | -15.1% | +21.8% | -36.8% | -25.3% |
| All | +11.6% | +616.1% | -604.6% | -25.4% |
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