+90.2%
TT vs UEC
+19.3%
+70.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | +1.6% |
| 7D | -2.0% | -10.2% | +8.2% | -0.8% |
| 30D | -14.0% | -26.9% | +12.9% | -11.1% |
| 3M | -15.9% | -35.7% | +19.8% | -12.1% |
| 6M | -17.3% | -56.1% | +38.8% | -10.8% |
| YTD | +4.0% | -40.8% | +44.7% | +7.2% |
| 1Y | -7.1% | -43.4% | +36.3% | -4.1% |
| 3Y | +90.2% | +25.4% | +64.9% | +68.6% |
| All | +90.2% | +19.3% | +70.9% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling