-1.1%
TLT vs UDR
+4.7%
-5.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.4% | -2.1% | +2.5% | +0.8% |
| 30D | -0.3% | -5.6% | +5.3% | +0.7% |
| 3M | -1.7% | -5.8% | +4.0% | -0.8% |
| 6M | -4.9% | -1.1% | -3.8% | -5.0% |
| YTD | -2.8% | +1.6% | -4.4% | -3.6% |
| 1Y | -4.2% | -2.7% | -1.5% | -4.2% |
| 3Y | -1.1% | +6.3% | -7.4% | -3.6% |
| All | -1.1% | +4.7% | -5.8% | -3.6% |
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 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