+12,759.1%
TDG vs UDR
+215.4%
+12,543.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -0.9% |
| 7D | -2.4% | -3.3% | +0.8% | -1.1% |
| 30D | -8.0% | -5.6% | -2.4% | -5.8% |
| 3M | -10.5% | -9.4% | -1.0% | -7.0% |
| 6M | -11.9% | -3.0% | -9.0% | -11.1% |
| YTD | -15.4% | -0.4% | -15.0% | -15.7% |
| 1Y | -14.2% | -5.1% | -9.1% | -12.9% |
| 3Y | +51.0% | +4.2% | +46.8% | +45.4% |
| 5Y | +126.5% | -19.5% | +146.0% | +140.8% |
| 10Y | +535.6% | +47.9% | +487.7% | +439.0% |
| All | +12,759.1% | +215.4% | +12,543.8% | +7,356.1% |
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