+56.4%
TXN vs UEC
+273.6%
-217.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.0% | +3.9% | -0.4% |
| 7D | +2.0% | -4.3% | +6.2% | +2.5% |
| 30D | -8.0% | -3.8% | -4.1% | -7.7% |
| 3M | -7.8% | +17.0% | -24.7% | -9.8% |
| 6M | +32.4% | -23.9% | +56.3% | +34.9% |
| YTD | +51.7% | -5.7% | +57.3% | +50.0% |
| 1Y | +44.3% | -12.5% | +56.8% | +42.0% |
| 3Y | +71.3% | +136.5% | -65.2% | +42.0% |
| 5Y | +56.4% | +243.3% | -186.9% | +20.7% |
| All | +56.4% | +273.6% | -217.1% | +20.7% |
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