+10.3%
TXG vs UEC
+572.7%
-562.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.1% |
| 7D | -1.8% | -3.8% | +1.9% | -1.0% |
| 30D | -20.4% | -13.5% | -6.9% | -17.6% |
| 3M | +0.1% | -40.5% | +40.6% | +10.7% |
| 6M | +176.2% | -56.7% | +232.8% | +221.6% |
| YTD | +256.8% | -43.0% | +299.8% | +288.2% |
| 1Y | +255.9% | -42.5% | +298.4% | +284.3% |
| 3Y | +60.2% | +11.6% | +48.7% | +38.7% |
| 5Y | -65.1% | +21.8% | -86.8% | -72.9% |
| All | +10.3% | +572.7% | -562.4% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling