+125.4%
TD vs UDR
-20.3%
+145.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.1% |
| 7D | -2.6% | -3.4% | +0.8% | -1.6% |
| 30D | -1.0% | -5.4% | +4.4% | +0.6% |
| 3M | +5.6% | -10.0% | +15.6% | +8.7% |
| 6M | +27.1% | -2.5% | +29.6% | +27.4% |
| YTD | +29.4% | -1.1% | +30.5% | +28.9% |
| 1Y | +60.7% | -3.9% | +64.6% | +61.4% |
| 3Y | +127.6% | +3.4% | +124.2% | +118.4% |
| 5Y | +125.4% | -18.9% | +144.3% | +140.3% |
| All | +125.4% | -20.3% | +145.7% | +140.3% |
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