-53.4%
TE vs UDR
-1.2%
-52.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.5% |
| 7D | +0.9% | -3.4% | +4.3% | +1.9% |
| 30D | -16.3% | -5.4% | -10.8% | -15.0% |
| 3M | -40.8% | -10.0% | -30.8% | -39.4% |
| 6M | -42.6% | -2.5% | -40.1% | -42.8% |
| YTD | -31.4% | -1.1% | -30.3% | -32.2% |
| 1Y | +144.9% | -3.9% | +148.8% | +144.1% |
| 3Y | -26.0% | +3.4% | -29.5% | -27.7% |
| 5Y | -48.5% | -18.9% | -29.6% | -48.0% |
| All | -53.4% | -1.2% | -52.1% | -52.6% |
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