+11.6%
TSN vs UDR
+54.6%
-43.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -1.4% | -0.4% | -1.1% | -1.3% |
| 30D | +8.5% | +7.8% | +0.7% | +5.7% |
| 3M | +5.3% | -2.8% | +8.1% | +6.3% |
| 6M | -10.5% | -1.4% | -9.1% | -10.2% |
| YTD | +3.0% | +3.4% | -0.4% | +1.2% |
| 1Y | +12.1% | +9.9% | +2.3% | +7.8% |
| 3Y | +43.1% | +28.5% | +14.6% | +29.0% |
| 5Y | -15.1% | -20.5% | +5.4% | -10.7% |
| All | +11.6% | +54.6% | -43.1% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling