+364.1%
TTD vs UEC
+959.6%
-595.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +1.6% |
| 7D | -7.4% | -4.3% | -3.2% | -6.7% |
| 30D | +3.0% | -3.8% | +6.9% | +3.2% |
| 3M | -27.6% | +17.0% | -44.6% | -30.9% |
| 6M | -49.5% | -23.9% | -25.6% | -49.0% |
| YTD | -63.2% | -5.7% | -57.5% | -65.2% |
| 1Y | -69.7% | -12.5% | -57.2% | -71.7% |
| 3Y | -83.3% | +136.5% | -219.8% | -88.6% |
| 5Y | -80.8% | +243.3% | -324.1% | -88.6% |
| All | +364.1% | +959.6% | -595.5% | +101.7% |
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