+668.9%
TEL vs UDR
+193.4%
+475.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.7% |
| 7D | +1.2% | -3.3% | +4.5% | +2.7% |
| 30D | -4.1% | -5.6% | +1.5% | -1.8% |
| 3M | -2.6% | -9.4% | +6.8% | +1.3% |
| 6M | 0.0% | -3.0% | +3.0% | +0.7% |
| YTD | -9.1% | -0.4% | -8.7% | -9.6% |
| 1Y | -0.8% | -5.1% | +4.3% | +0.4% |
| 3Y | +67.4% | +4.2% | +63.2% | +60.6% |
| 5Y | +51.8% | -19.5% | +71.3% | +61.5% |
| 10Y | +299.4% | +47.9% | +251.5% | +218.0% |
| All | +668.9% | +193.4% | +475.5% | +291.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling