-97.2%
TSLQ vs UDR
-1.9%
-95.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.7% | -7.2% | -8.6% |
| 7D | -8.6% | -2.1% | -6.5% | -10.3% |
| 30D | -24.9% | -5.6% | -19.3% | -28.6% |
| 3M | -1.5% | -5.8% | +4.3% | -6.8% |
| 6M | -18.1% | -1.1% | -17.0% | -18.4% |
| YTD | -0.1% | +1.6% | -1.7% | +2.4% |
| 1Y | -51.4% | -2.7% | -48.7% | -52.8% |
| 3Y | -95.9% | +6.3% | -102.2% | -95.2% |
| All | -97.2% | -1.9% | -95.3% | -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 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