+1,084.3%
TTMI vs UEC
+939.6%
+144.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.0% | +3.5% | -0.6% |
| 7D | +6.0% | -4.3% | +10.3% | +6.9% |
| 30D | -6.4% | -3.8% | -2.6% | -6.1% |
| 3M | -28.9% | +17.0% | -45.9% | -31.0% |
| 6M | +26.9% | -23.9% | +50.8% | +31.4% |
| YTD | +77.3% | -5.7% | +83.0% | +77.0% |
| 1Y | +147.5% | -12.5% | +160.0% | +149.0% |
| 3Y | +847.6% | +136.5% | +711.2% | +685.3% |
| 5Y | +802.2% | +243.3% | +558.9% | +553.6% |
| All | +1,084.3% | +939.6% | +144.7% | +531.7% |
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