-97.2%
TSLQ vs UDR
-4.6%
-92.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.1% |
| 7D | -6.6% | -3.5% | -3.1% | -9.4% |
| 30D | -24.3% | -5.3% | -19.0% | -27.8% |
| 3M | -3.6% | -9.5% | +5.9% | -11.8% |
| 6M | -12.0% | -0.7% | -11.3% | -11.6% |
| YTD | +1.4% | -1.2% | +2.6% | +1.5% |
| 1Y | -43.6% | -5.7% | -37.8% | -46.9% |
| 3Y | -95.4% | +3.7% | -99.1% | -94.7% |
| All | -97.2% | -4.6% | -92.6% | -96.8% |
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