-24.8%
TYL vs UDR
-19.6%
-5.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | -2.0% | -1.7% | -2.6% |
| 30D | +18.7% | -5.2% | +23.9% | +22.2% |
| 3M | +18.1% | -5.8% | +23.9% | +22.0% |
| 6M | -1.1% | -1.7% | +0.6% | -0.6% |
| YTD | -19.8% | +2.4% | -22.2% | -21.0% |
| 1Y | -34.3% | -2.1% | -32.2% | -33.8% |
| 3Y | -8.2% | +4.2% | -12.4% | -12.6% |
| All | -24.8% | -19.6% | -5.1% | -15.2% |
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