-56.8%
TSLL vs UDR
-7.7%
-49.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.8% | +9.9% |
| 7D | -21.2% | +3.0% | -24.2% | -23.9% |
| 30D | -13.3% | +10.3% | -23.6% | -22.5% |
| 3M | +15.4% | -2.9% | +18.3% | +17.7% |
| 6M | -34.2% | +0.3% | -34.6% | -36.9% |
| YTD | -52.9% | +3.8% | -56.7% | -57.2% |
| 1Y | -54.3% | +12.7% | -67.1% | -63.2% |
| 3Y | -18.4% | +27.6% | -45.9% | -39.5% |
| All | -56.8% | -7.7% | -49.2% | -52.7% |
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 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