+467.2%
TDY vs UDR
+47.2%
+420.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.1% | -3.5% | +2.3% | +0.5% |
| 30D | -12.0% | -5.3% | -6.7% | -9.9% |
| 3M | -3.2% | -9.5% | +6.3% | +0.9% |
| 6M | -7.9% | -0.7% | -7.2% | -8.3% |
| YTD | +18.2% | -1.2% | +19.4% | +17.8% |
| 1Y | +6.7% | -5.7% | +12.4% | +8.5% |
| 3Y | +47.5% | +3.7% | +43.8% | +41.4% |
| 5Y | +39.5% | -18.9% | +58.4% | +48.5% |
| All | +467.2% | +47.2% | +420.0% | +388.9% |
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