+301.1%
TD vs UDR
+47.3%
+253.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.1% |
| 7D | -2.6% | -3.4% | +0.8% | -1.3% |
| 30D | -1.0% | -5.4% | +4.4% | +1.1% |
| 3M | +5.6% | -10.0% | +15.6% | +9.7% |
| 6M | +27.1% | -2.5% | +29.6% | +27.6% |
| YTD | +29.4% | -1.1% | +30.5% | +28.9% |
| 1Y | +60.7% | -3.9% | +64.6% | +61.6% |
| 3Y | +127.6% | +3.4% | +124.2% | +117.3% |
| 5Y | +125.4% | -18.9% | +144.3% | +135.1% |
| All | +301.1% | +47.3% | +253.8% | +242.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling