+708.6%
TLN vs UDR
+4.1%
+704.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.6% | -2.8% |
| 7D | +11.0% | -0.4% | +11.4% | +11.1% |
| 30D | +4.9% | +7.8% | -2.9% | +4.0% |
| 3M | +4.9% | -2.8% | +7.7% | +5.2% |
| 6M | +7.1% | -1.4% | +8.6% | +6.7% |
| YTD | +0.3% | +3.4% | -3.1% | -1.2% |
| 1Y | +5.9% | +9.9% | -4.0% | +3.0% |
| 3Y | +578.5% | +28.5% | +550.0% | +563.3% |
| All | +708.6% | +4.1% | +704.5% | +689.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling