+30.0%
TXG vs UEC
+955.6%
-925.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.2% | +8.5% | +4.4% |
| 7D | +9.5% | -9.4% | +18.9% | +11.6% |
| 30D | +18.8% | -8.0% | +26.8% | +20.5% |
| 3M | +136.1% | -1.7% | +137.8% | +136.6% |
| 6M | +235.2% | -26.1% | +261.4% | +249.5% |
| YTD | +320.5% | -10.5% | +331.1% | +318.3% |
| 1Y | +425.2% | -13.3% | +438.5% | +415.8% |
| 3Y | +42.9% | +116.4% | -73.5% | +7.5% |
| 5Y | -62.8% | +225.5% | -288.4% | -75.3% |
| All | +30.0% | +955.6% | -925.5% | -31.4% |
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 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