+679.7%
UEC vs TW
+221.1%
+458.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.2% |
| 7D | -6.9% | -2.3% | -4.6% | -5.7% |
| 30D | +7.6% | +3.9% | +3.7% | +5.0% |
| 3M | -18.4% | +5.7% | -24.1% | -23.1% |
| 6M | -23.3% | -14.5% | -8.7% | -18.6% |
| YTD | -1.2% | -0.9% | -0.3% | -6.5% |
| 1Y | +2.3% | -13.5% | +15.8% | +5.8% |
| 3Y | +162.3% | +25.0% | +137.3% | +95.3% |
| 5Y | +287.2% | +22.7% | +264.6% | +186.5% |
| All | +679.7% | +221.1% | +458.6% | +224.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling