-49.1%
TSLL vs UDR
-8.0%
-41.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.6% |
| 7D | +17.8% | -0.4% | +18.2% | +18.2% |
| 30D | +8.2% | +7.8% | +0.5% | -0.9% |
| 3M | +20.9% | -2.8% | +23.6% | +22.9% |
| 6M | -37.5% | -1.4% | -36.1% | -38.8% |
| YTD | -44.5% | +3.4% | -47.9% | -49.4% |
| 1Y | -33.0% | +9.9% | -42.8% | -44.1% |
| 3Y | -6.4% | +28.5% | -34.9% | -31.3% |
| All | -49.1% | -8.0% | -41.1% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling