+606.1%
UEC vs TW
+206.7%
+399.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.6% |
| 7D | -9.4% | -4.5% | -5.0% | -7.1% |
| 30D | -8.0% | -2.3% | -5.8% | -7.1% |
| 3M | -1.7% | +2.6% | -4.3% | -5.3% |
| 6M | -26.1% | -17.5% | -8.6% | -20.1% |
| YTD | -10.5% | -5.3% | -5.2% | -13.1% |
| 1Y | -13.3% | -14.8% | +1.5% | -9.9% |
| 3Y | +116.4% | +18.8% | +97.5% | +66.0% |
| 5Y | +225.5% | +20.7% | +204.8% | +142.5% |
| All | +606.1% | +206.7% | +399.4% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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