-5.9%
TSLL vs UDR
+27.7%
-33.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +6.0% |
| 7D | +0.5% | -1.8% | +2.3% | +2.3% |
| 30D | +2.7% | +7.9% | -5.3% | -5.4% |
| 3M | +26.3% | -0.8% | +27.1% | +26.1% |
| 6M | -37.2% | 0.0% | -37.2% | -39.4% |
| YTD | -44.2% | +3.7% | -48.0% | -49.2% |
| 1Y | -44.0% | +8.5% | -52.5% | -52.5% |
| All | -5.9% | +27.7% | -33.7% | -24.7% |
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