+12.3%
TXT vs UEC
+278.7%
-266.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.3% |
| 7D | -0.2% | +2.6% | -2.8% | -0.5% |
| 30D | -11.1% | +5.6% | -16.7% | -11.8% |
| 3M | -13.0% | -5.7% | -7.3% | -13.2% |
| 6M | -16.2% | -8.0% | -8.2% | -16.7% |
| YTD | -8.7% | +1.8% | -10.5% | -11.0% |
| 1Y | -3.8% | +0.6% | -4.4% | -7.2% |
| 3Y | +5.5% | +155.2% | -149.6% | -14.0% |
| 5Y | +12.3% | +305.8% | -293.5% | -17.7% |
| All | +12.3% | +278.7% | -266.4% | -17.7% |
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