+1,259.5%
TXN vs UEC
+78.8%
+1,180.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | -0.1% |
| 7D | +2.2% | +2.6% | -0.4% | +1.9% |
| 30D | -9.5% | +5.6% | -15.1% | -10.1% |
| 3M | -10.5% | -5.7% | -4.8% | -10.5% |
| 6M | +35.4% | -8.0% | +43.4% | +35.1% |
| YTD | +51.8% | +1.8% | +50.0% | +49.2% |
| 1Y | +42.9% | +0.6% | +42.4% | +39.3% |
| 3Y | +71.3% | +155.2% | -83.8% | +47.5% |
| 5Y | +58.0% | +305.8% | -247.8% | +23.9% |
| 10Y | +393.3% | +943.0% | -549.7% | +221.3% |
| All | +1,259.5% | +78.8% | +1,180.7% | +665.8% |
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