+901.9%
TTMI vs UEC
+156.3%
+745.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.0% | 0.0% | +2.1% |
| 7D | +12.2% | +2.6% | +9.6% | +11.4% |
| 30D | -5.7% | +5.6% | -11.3% | -7.8% |
| 3M | -27.5% | -5.7% | -21.8% | -27.3% |
| 6M | +47.1% | -8.0% | +55.2% | +46.5% |
| YTD | +87.5% | +1.8% | +85.7% | +82.3% |
| 1Y | +175.2% | +0.6% | +174.6% | +167.1% |
| 3Y | +901.9% | +155.2% | +746.8% | +715.4% |
| All | +901.9% | +156.3% | +745.7% | +715.4% |
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