+11.4%
TENB vs UDR
+30.3%
-18.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | -5.0% | -2.1% | -2.9% | -4.1% |
| 30D | -7.4% | -5.6% | -1.7% | -5.0% |
| 3M | +22.3% | -5.8% | +28.1% | +25.3% |
| 6M | +60.2% | -1.1% | +61.3% | +59.8% |
| YTD | +43.2% | +1.6% | +41.6% | +41.0% |
| 1Y | +8.2% | -2.7% | +10.8% | +8.5% |
| 3Y | -23.8% | +6.3% | -30.1% | -28.1% |
| 5Y | -26.9% | -19.3% | -7.5% | -22.0% |
| All | +11.4% | +30.3% | -18.9% | +5.8% |
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 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