-64.0%
TXG vs UEC
+273.6%
-337.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -0.1% |
| 7D | +5.0% | -4.3% | +9.3% | +6.1% |
| 30D | +13.5% | -3.8% | +17.3% | +14.4% |
| 3M | +128.0% | +17.0% | +111.0% | +118.5% |
| 6M | +224.4% | -23.9% | +248.3% | +238.8% |
| YTD | +307.0% | -5.7% | +312.6% | +297.2% |
| 1Y | +427.2% | -12.5% | +439.8% | +410.2% |
| 3Y | +40.2% | +136.5% | -96.3% | -10.4% |
| 5Y | -64.0% | +243.3% | -307.3% | -81.4% |
| All | -64.0% | +273.6% | -337.6% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling