+912.0%
TSN vs UDR
+2,856.2%
-1,944.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | -5.0% | -2.1% | -3.0% | -4.4% |
| 30D | -9.1% | -5.6% | -3.5% | -7.5% |
| 3M | -7.4% | -5.8% | -1.6% | -5.8% |
| 6M | -13.4% | -1.1% | -12.3% | -13.3% |
| YTD | -8.5% | +1.6% | -10.1% | -9.3% |
| 1Y | -3.2% | -2.7% | -0.5% | -2.8% |
| 3Y | +11.5% | +6.3% | +5.2% | +8.1% |
| 5Y | -19.5% | -19.3% | -0.2% | -16.3% |
| 10Y | -9.1% | +46.0% | -55.1% | -22.6% |
| All | +912.0% | +2,856.2% | -1,944.1% | +366.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling