+40.2%
TXG vs UEC
+146.8%
-106.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.0% |
| 7D | +9.1% | -0.2% | +9.3% | +9.2% |
| 30D | +14.9% | +1.9% | +13.0% | +14.4% |
| 3M | +120.0% | +8.9% | +111.1% | +116.2% |
| 6M | +221.8% | -14.5% | +236.3% | +224.5% |
| YTD | +312.6% | -0.7% | +313.3% | +305.4% |
| 1Y | +398.4% | -4.1% | +402.5% | +384.4% |
| All | +40.2% | +146.8% | -106.6% | +8.6% |
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