+895.4%
TSN vs UDR
+2,878.3%
-1,982.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -6.3% | -2.0% | -4.3% | -5.7% |
| 30D | -10.8% | -5.2% | -5.6% | -9.4% |
| 3M | -8.8% | -5.8% | -3.0% | -7.2% |
| 6M | -16.8% | -1.7% | -15.1% | -16.6% |
| YTD | -10.0% | +2.4% | -12.4% | -11.0% |
| 1Y | -5.3% | -2.1% | -3.1% | -5.1% |
| 3Y | +8.5% | +4.2% | +4.3% | +5.8% |
| 5Y | -22.9% | -20.0% | -2.9% | -19.6% |
| 10Y | -12.6% | +44.6% | -57.3% | -25.5% |
| All | +895.4% | +2,878.3% | -1,982.9% | +357.4% |
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