+495.0%
TLN vs UDR
+4.7%
+490.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | +10.9% | -2.1% | +13.0% | +11.2% |
| 30D | -6.3% | -5.6% | -0.7% | -5.7% |
| 3M | -10.7% | -5.8% | -4.9% | -10.4% |
| 6M | +1.6% | -1.1% | +2.7% | +1.0% |
| YTD | -13.1% | +1.6% | -14.7% | -14.3% |
| 1Y | -15.1% | -2.7% | -12.4% | -15.4% |
| 3Y | +495.0% | +6.3% | +488.7% | +484.0% |
| All | +495.0% | +4.7% | +490.3% | +484.0% |
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