-17.9%
TLN vs UDR
-4.3%
-13.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -2.3% |
| 7D | +5.8% | -3.3% | +9.1% | +5.1% |
| 30D | -6.9% | -5.6% | -1.2% | -7.9% |
| 3M | -10.9% | -9.4% | -1.5% | -12.5% |
| 6M | -4.6% | -3.0% | -1.7% | -7.2% |
| YTD | -14.7% | -0.4% | -14.3% | -16.3% |
| 1Y | -17.9% | -5.1% | -12.8% | -20.2% |
| All | -17.9% | -4.3% | -13.7% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling