+14.4%
TXT vs UEC
+27.4%
-13.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.6% | +2.0% |
| 7D | -1.1% | -5.2% | +4.1% | -0.8% |
| 30D | +17.1% | -22.0% | +39.1% | +18.7% |
| 3M | -2.6% | -37.0% | +34.4% | -0.2% |
| 6M | -4.6% | -52.7% | +48.1% | -1.0% |
| YTD | -0.3% | -38.6% | +38.3% | +1.2% |
| 1Y | +5.9% | -44.6% | +50.5% | +7.8% |
| 3Y | +14.4% | +27.1% | -12.7% | +3.2% |
| All | +14.4% | +27.4% | -13.0% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling