+748.4%
TT vs UEC
+631.2%
+117.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.8% | +0.4% |
| 7D | +8.1% | +4.9% | +3.1% | +7.4% |
| 30D | -11.3% | -17.5% | +6.2% | -9.6% |
| 3M | -11.2% | -40.1% | +29.0% | -6.8% |
| 6M | -8.9% | -56.1% | +47.2% | -2.0% |
| YTD | +9.7% | -41.8% | +51.5% | +13.4% |
| 1Y | +1.3% | -44.8% | +46.1% | +4.9% |
| 3Y | +93.4% | +20.6% | +72.8% | +77.2% |
| 5Y | +133.5% | +24.3% | +109.2% | +101.9% |
| All | +748.4% | +631.2% | +117.2% | +426.9% |
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 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