+537.0%
TDG vs UDR
+47.2%
+489.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | -1.9% | -3.5% | +1.6% | +0.2% |
| 30D | -7.7% | -5.3% | -2.4% | -4.7% |
| 3M | -9.3% | -9.5% | +0.2% | -4.3% |
| 6M | -9.4% | -0.7% | -8.7% | -9.6% |
| YTD | -14.3% | -1.2% | -13.1% | -14.5% |
| 1Y | -11.8% | -5.7% | -6.1% | -9.8% |
| 3Y | +52.0% | +3.7% | +48.2% | +42.5% |
| 5Y | +128.8% | -18.9% | +147.8% | +147.9% |
| All | +537.0% | +47.2% | +489.8% | +446.7% |
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