+56.5%
TEL vs UDR
-20.2%
+76.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.6% | +3.6% |
| 7D | +1.6% | -3.5% | +5.0% | +3.2% |
| 30D | -0.7% | -5.3% | +4.6% | +1.7% |
| 3M | +2.4% | -9.5% | +12.0% | +6.7% |
| 6M | +4.1% | -0.7% | +4.8% | +3.6% |
| YTD | -5.8% | -1.2% | -4.6% | -6.4% |
| 1Y | +0.9% | -5.7% | +6.6% | +2.5% |
| 3Y | +72.6% | +3.7% | +68.9% | +63.9% |
| All | +56.5% | -20.2% | +76.7% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 5y: compounded portfolio wealth divided by compounded UDR 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…
5y analysis · Full analysis span regression · 6 months rolling