+508.5%
TTD vs UEC
+616.1%
-107.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.4% | +1.8% |
| 7D | +21.3% | -3.8% | +25.0% | +22.2% |
| 30D | +28.7% | -13.5% | +42.2% | +32.1% |
| 3M | +7.7% | -40.5% | +48.2% | +17.4% |
| 6M | -23.5% | -56.7% | +33.2% | -13.3% |
| YTD | -58.7% | -43.0% | -15.7% | -57.4% |
| 1Y | -63.4% | -42.5% | -20.9% | -62.7% |
| 3Y | -75.3% | +11.6% | -86.8% | -80.4% |
| 5Y | -84.4% | +21.8% | -106.1% | -88.9% |
| All | +508.5% | +616.1% | -107.7% | +180.2% |
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