+123.0%
TT vs UEC
+151.4%
-28.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | 0.0% | -6.9% | +6.9% | +0.8% |
| 30D | -7.2% | +7.6% | -14.8% | -8.1% |
| 3M | -3.0% | -18.4% | +15.4% | -1.7% |
| 6M | +1.4% | -23.3% | +24.6% | +2.6% |
| YTD | +15.9% | -1.2% | +17.1% | +13.3% |
| 1Y | +9.4% | +2.3% | +7.1% | +5.3% |
| All | +123.0% | +151.4% | -28.4% | +85.8% |
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