-43.0%
TSLQ vs UDR
-3.7%
-39.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +5.7% | -3.4% | +9.1% | +6.2% |
| 30D | -21.1% | -5.4% | -15.7% | -20.4% |
| 3M | -11.5% | -10.0% | -1.5% | -10.2% |
| 6M | -14.9% | -2.5% | -12.4% | -12.4% |
| YTD | +2.4% | -1.1% | +3.5% | -0.2% |
| All | -43.0% | -3.7% | -39.3% | -39.2% |
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