-34.3%
TYL vs UEC
-1.0%
-33.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.0% |
| 7D | -3.7% | -6.9% | +3.3% | -4.2% |
| 30D | +18.7% | +7.6% | +11.1% | +19.5% |
| 3M | +18.1% | -18.4% | +36.5% | +17.4% |
| 6M | -1.1% | -23.3% | +22.1% | -1.1% |
| YTD | -19.8% | -1.2% | -18.6% | -18.0% |
| 1Y | -34.3% | +2.3% | -36.6% | -33.7% |
| All | -34.3% | -1.0% | -33.3% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling