+168.8%
TYL vs UEC
+765.9%
-597.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.1% | -10.7% | -1.4% |
| 7D | +3.5% | +1.5% | +2.1% | +3.2% |
| 30D | +26.9% | -17.1% | +44.0% | +28.4% |
| 3M | +33.8% | -32.3% | +66.2% | +37.3% |
| 6M | +28.8% | -49.7% | +78.6% | +34.2% |
| YTD | -7.9% | -34.8% | +26.9% | -7.5% |
| 1Y | -9.8% | -37.5% | +27.8% | -9.4% |
| 3Y | +1.2% | +37.1% | -35.9% | -11.0% |
| 5Y | -22.8% | +44.3% | -67.1% | -36.2% |
| 10Y | +168.8% | +737.4% | -568.6% | +85.6% |
| All | +168.8% | +765.9% | -597.1% | +85.6% |
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