-55.4%
TSLL vs UDR
-8.9%
-46.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.9% | -11.9% |
| 7D | +1.9% | -2.0% | +3.9% | +4.0% |
| 30D | +17.8% | -5.2% | +23.0% | +24.5% |
| 3M | -37.0% | -5.8% | -31.2% | -34.2% |
| 6M | -37.7% | -1.7% | -36.0% | -38.4% |
| YTD | -51.4% | +2.4% | -53.7% | -54.7% |
| 1Y | -23.4% | -2.1% | -21.2% | -25.6% |
| 3Y | -30.8% | +4.2% | -35.0% | -33.8% |
| All | -55.4% | -8.9% | -46.5% | -50.0% |
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