+12,412.3%
TYL vs UDR
+2,878.3%
+9,534.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | -2.0% | -1.7% | -3.0% |
| 30D | +18.7% | -5.2% | +23.9% | +20.9% |
| 3M | +18.1% | -5.8% | +23.9% | +20.6% |
| 6M | -1.1% | -1.7% | +0.6% | -0.8% |
| YTD | -19.8% | +2.4% | -22.2% | -20.6% |
| 1Y | -34.3% | -2.1% | -32.2% | -34.0% |
| 3Y | -8.2% | +4.2% | -12.4% | -10.4% |
| 5Y | -25.4% | -20.0% | -5.4% | -20.6% |
| 10Y | +115.6% | +44.6% | +70.9% | +80.6% |
| All | +12,412.3% | +2,878.3% | +9,534.1% | +3,915.0% |
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