+104.7%
TNA vs UDR
+3.3%
+101.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.2% |
| 7D | -7.3% | -3.5% | -3.8% | -2.8% |
| 30D | -14.2% | -5.3% | -8.9% | -8.0% |
| 3M | -4.6% | -9.5% | +5.0% | +7.1% |
| 6M | +36.9% | -0.7% | +37.6% | +33.1% |
| YTD | +42.5% | -1.2% | +43.7% | +38.4% |
| 1Y | +45.8% | -5.7% | +51.5% | +51.9% |
| 3Y | +104.7% | +3.7% | +100.9% | +80.0% |
| All | +104.7% | +3.3% | +101.3% | +80.0% |
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