+570.0%
TLN vs UDR
-0.4%
+570.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | +2.0% | -3.4% | +5.4% | +2.4% |
| 30D | -12.9% | -5.4% | -7.5% | -12.4% |
| 3M | -7.4% | -10.0% | +2.5% | -6.5% |
| 6M | -6.0% | -2.5% | -3.5% | -6.5% |
| YTD | -16.9% | -1.1% | -15.8% | -17.7% |
| 1Y | -22.6% | -3.9% | -18.7% | -22.9% |
| 3Y | +469.0% | +3.4% | +465.6% | +461.2% |
| All | +570.0% | -0.4% | +570.4% | +557.7% |
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 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