+1,239.7%
TNA vs UDR
+487.9%
+751.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -1.6% |
| 7D | -3.6% | -3.3% | -0.3% | +0.7% |
| 30D | -10.1% | -5.6% | -4.4% | -3.2% |
| 3M | +2.7% | -9.4% | +12.1% | +15.1% |
| 6M | +38.4% | -3.0% | +41.4% | +40.6% |
| YTD | +45.4% | -0.4% | +45.8% | +41.9% |
| 1Y | +55.9% | -5.1% | +61.1% | +61.8% |
| 3Y | +109.8% | +4.2% | +105.6% | +103.9% |
| 5Y | -22.5% | -19.5% | -3.0% | +15.6% |
| 10Y | +87.5% | +47.9% | +39.7% | +56.5% |
| All | +1,239.7% | +487.9% | +751.7% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling