-44.0%
TSLL vs UDR
+9.8%
-53.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.8% |
| 7D | +0.5% | -1.8% | +2.3% | +0.3% |
| 30D | +2.7% | +7.9% | -5.3% | +3.0% |
| 3M | +26.3% | -0.8% | +27.1% | +26.5% |
| 6M | -37.2% | 0.0% | -37.2% | -38.1% |
| YTD | -44.2% | +3.7% | -48.0% | -41.7% |
| 1Y | -44.0% | +8.5% | -52.5% | -39.6% |
| All | -44.0% | +9.8% | -53.7% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling