+2.8%
TLT vs UDR
+27.3%
-24.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | +1.0% | +7.8% | -6.7% | -0.2% |
| 3M | -2.7% | -2.8% | +0.1% | -2.4% |
| 6M | -4.1% | -1.4% | -2.7% | -4.2% |
| YTD | -5.4% | +3.4% | -8.7% | -6.4% |
| 1Y | -7.0% | +9.9% | -16.9% | -9.1% |
| 3Y | +2.8% | +28.5% | -25.7% | -6.0% |
| All | +2.8% | +27.3% | -24.5% | -6.0% |
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