+31.2%
TYL vs UEC
-53.3%
+84.4%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.8% | -9.1% | -1.3% |
| 7D | +6.7% | -10.2% | +16.9% | +5.2% |
| 30D | +26.5% | -26.9% | +53.5% | +22.1% |
| 3M | +37.3% | -35.7% | +73.0% | +31.0% |
| 6M | +31.2% | -56.1% | +87.3% | +18.1% |
| All | +31.2% | -53.3% | +84.4% | +18.1% |
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