+429.1%
TTMI vs UEC
+18.1%
+411.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.2% |
| 7D | +11.4% | -3.8% | +15.1% | +13.1% |
| 30D | -28.3% | -13.5% | -14.8% | -23.9% |
| 3M | -46.7% | -40.5% | -6.2% | -37.3% |
| 6M | -56.1% | -56.7% | +0.5% | -44.4% |
| YTD | +7.4% | -43.0% | +50.3% | +25.5% |
| 1Y | +17.4% | -42.5% | +59.9% | +37.5% |
| 3Y | +429.1% | +11.6% | +417.6% | +404.5% |
| All | +429.1% | +18.1% | +411.1% | +404.5% |
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