+2.2%
TYL vs UEC
+28.2%
-26.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | +0.5% | +0.6% | 0.0% | +0.6% |
| 30D | +25.2% | -18.1% | +43.3% | +24.9% |
| 3M | +31.8% | -36.9% | +68.7% | +31.1% |
| 6M | +36.3% | -56.1% | +92.4% | +36.0% |
| YTD | -6.3% | -38.1% | +31.8% | -6.9% |
| 1Y | -9.5% | -41.7% | +32.2% | -10.0% |
| All | +2.2% | +28.2% | -26.0% | -4.6% |
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 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