+5.9%
TENB vs UDR
+26.8%
-20.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.5% |
| 7D | -7.1% | -3.4% | -3.8% | -5.7% |
| 30D | -15.4% | -5.4% | -9.9% | -13.3% |
| 3M | +19.5% | -10.0% | +29.5% | +25.0% |
| 6M | +54.8% | -2.5% | +57.4% | +55.5% |
| YTD | +36.1% | -1.1% | +37.2% | +35.6% |
| 1Y | +7.0% | -3.9% | +10.9% | +7.9% |
| 3Y | -27.6% | +3.4% | -31.0% | -30.8% |
| 5Y | -30.5% | -18.9% | -11.6% | -25.9% |
| All | +5.9% | +26.8% | -20.9% | +1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling