-29.7%
TENB vs UDR
+3.4%
-33.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.7% |
| 7D | -7.1% | -3.4% | -3.8% | -6.2% |
| 30D | -15.4% | -5.4% | -9.9% | -14.1% |
| 3M | +19.5% | -10.0% | +29.5% | +22.9% |
| 6M | +54.8% | -2.5% | +57.4% | +54.9% |
| YTD | +36.1% | -1.1% | +37.2% | +35.6% |
| 1Y | +7.0% | -3.9% | +10.9% | +7.4% |
| All | -29.7% | +3.4% | -33.1% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling