+143.6%
TE vs UDR
-3.7%
+147.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -7.0% |
| 7D | +0.9% | -3.4% | +4.3% | -0.3% |
| 30D | -16.3% | -5.4% | -10.8% | -17.8% |
| 3M | -40.8% | -10.0% | -30.8% | -42.8% |
| 6M | -42.6% | -2.5% | -40.1% | -45.0% |
| YTD | -31.4% | -1.1% | -30.3% | -31.1% |
| All | +143.6% | -3.7% | +147.3% | +117.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling