+85.2%
TXT vs UEC
+73.5%
+11.7%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -4.8% | -6.9% | +2.2% | -3.9% |
| 30D | -10.6% | +7.6% | -18.3% | -11.8% |
| 3M | -13.2% | -18.4% | +5.2% | -11.8% |
| 6M | -20.3% | -23.3% | +2.9% | -19.1% |
| YTD | -9.3% | -1.2% | -8.1% | -11.6% |
| 1Y | -2.7% | +2.3% | -5.0% | -6.9% |
| 3Y | +1.4% | +162.3% | -160.9% | -18.8% |
| 5Y | +9.6% | +287.2% | -277.7% | -22.7% |
| 10Y | +94.9% | +1,009.6% | -914.7% | +3.8% |
| All | +85.2% | +73.5% | +11.7% | -19.3% |
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