-23.1%
TYL vs UDR
-20.8%
-2.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.4% |
| 7D | +0.8% | -0.4% | +1.2% | +1.0% |
| 30D | +21.1% | +7.8% | +13.4% | +16.3% |
| 3M | +28.9% | -2.8% | +31.7% | +31.0% |
| 6M | +42.0% | -1.4% | +43.5% | +43.1% |
| YTD | -6.6% | +3.4% | -10.0% | -8.4% |
| 1Y | -9.1% | +9.9% | -18.9% | -13.9% |
| 3Y | +1.8% | +28.5% | -26.7% | -15.1% |
| All | -23.1% | -20.8% | -2.3% | -10.7% |
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