+36.8%
TYL vs UEC
-57.4%
+94.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.5% | -1.3% |
| 7D | -1.6% | +4.9% | -6.5% | -0.7% |
| 30D | +22.1% | -17.5% | +39.6% | +19.6% |
| 3M | +33.4% | -40.1% | +73.5% | +26.3% |
| 6M | +36.8% | -56.1% | +92.9% | +26.0% |
| All | +36.8% | -57.4% | +94.2% | +26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling