+3,216.7%
TYL vs UEC
+4.1%
+3,212.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.8% | -9.1% | -2.8% |
| 7D | +6.7% | -10.2% | +16.9% | +7.4% |
| 30D | +26.5% | -26.9% | +53.5% | +29.1% |
| 3M | +37.3% | -35.7% | +73.0% | +41.0% |
| 6M | +31.2% | -56.1% | +87.3% | +37.4% |
| YTD | -7.4% | -40.8% | +33.4% | -6.2% |
| 1Y | -9.6% | -43.4% | +33.8% | -8.4% |
| 3Y | +1.9% | +25.4% | -23.5% | -6.9% |
| 5Y | -21.1% | +51.1% | -72.2% | -31.6% |
| 10Y | +171.8% | +695.4% | -523.6% | +90.5% |
| All | +3,216.7% | +4.1% | +3,212.7% | +2,126.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling