+14,355.3%
TYL vs UDR
+2,919.7%
+11,435.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | +6.7% | +3.0% | +3.7% | +5.6% |
| 30D | +26.5% | +10.3% | +16.3% | +22.5% |
| 3M | +37.3% | -2.9% | +40.2% | +38.8% |
| 6M | +31.2% | +0.3% | +30.8% | +31.0% |
| YTD | -7.4% | +3.8% | -11.1% | -8.5% |
| 1Y | -9.6% | +12.7% | -22.3% | -13.2% |
| 3Y | +1.9% | +27.6% | -25.7% | -6.9% |
| 5Y | -21.1% | -18.6% | -2.5% | -16.4% |
| 10Y | +171.8% | +52.4% | +119.4% | +124.4% |
| All | +14,355.3% | +2,919.7% | +11,435.6% | +4,522.9% |
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