-19.8%
TLT vs UDR
+44.7%
-64.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.6% |
| 7D | -0.3% | -3.3% | +3.0% | -0.2% |
| 30D | 0.0% | -5.6% | +5.6% | 0.0% |
| 3M | -2.9% | -9.4% | +6.5% | -2.8% |
| 6M | -6.3% | -3.0% | -3.3% | -6.3% |
| YTD | -3.3% | -0.4% | -3.0% | -3.4% |
| 1Y | -4.2% | -5.1% | +0.9% | -4.2% |
| 3Y | -1.7% | +4.2% | -5.9% | -1.6% |
| 5Y | -34.9% | -19.5% | -15.4% | -35.9% |
| 10Y | -19.8% | +47.9% | -67.7% | -22.4% |
| All | -19.8% | +44.7% | -64.5% | -22.4% |
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