+103.2%
TXT vs UEC
+908.7%
-805.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.8% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | -10.4% | +1.9% | -12.4% | -11.0% |
| 3M | -14.3% | +8.9% | -23.3% | -16.0% |
| 6M | -15.1% | -14.5% | -0.6% | -15.0% |
| YTD | -8.3% | -0.7% | -7.6% | -11.0% |
| 1Y | -0.7% | -4.1% | +3.3% | -4.7% |
| 3Y | +6.0% | +148.9% | -142.9% | -17.6% |
| 5Y | +12.5% | +300.0% | -287.5% | -26.6% |
| 10Y | +103.2% | +994.3% | -891.1% | -11.2% |
| All | +103.2% | +908.7% | -805.5% | -11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling