+275.4%
TSN vs UEC
+73.5%
+201.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -6.3% | -6.9% | +0.6% | -5.9% |
| 30D | -10.8% | +7.6% | -18.5% | -11.3% |
| 3M | -8.8% | -18.4% | +9.6% | -8.1% |
| 6M | -16.8% | -23.3% | +6.5% | -16.3% |
| YTD | -10.0% | -1.2% | -8.8% | -11.2% |
| 1Y | -5.3% | +2.3% | -7.6% | -7.3% |
| 3Y | +8.5% | +162.3% | -153.7% | -2.8% |
| 5Y | -22.9% | +287.2% | -310.2% | -35.3% |
| 10Y | -12.6% | +1,009.6% | -1,022.3% | -37.0% |
| All | +275.4% | +73.5% | +201.9% | +127.9% |
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