+7,930.8%
TD vs UDR
+1,244.7%
+6,686.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.3% | -2.0% | +2.3% | +1.0% |
| 30D | +0.4% | -5.2% | +5.6% | +2.2% |
| 3M | +7.6% | -5.8% | +13.4% | +9.5% |
| 6M | +25.0% | -1.7% | +26.7% | +25.2% |
| YTD | +31.0% | +2.4% | +28.6% | +29.1% |
| 1Y | +65.2% | -2.1% | +67.3% | +65.0% |
| 3Y | +122.5% | +4.2% | +118.3% | +114.3% |
| 5Y | +124.8% | -20.0% | +144.8% | +134.5% |
| 10Y | +298.2% | +44.6% | +253.6% | +229.6% |
| All | +7,930.8% | +1,244.7% | +6,686.2% | +3,209.8% |
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