-48.5%
TE vs UDR
+1.5%
-50.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.7% | +10.7% | +10.2% |
| 7D | +18.2% | -2.1% | +20.3% | +18.9% |
| 30D | -13.5% | -5.6% | -7.9% | -12.1% |
| 3M | -44.6% | -5.8% | -38.8% | -44.1% |
| 6M | -24.7% | -1.1% | -23.6% | -25.3% |
| YTD | -24.3% | +1.6% | -25.9% | -25.6% |
| 1Y | +155.6% | -2.7% | +158.2% | +154.0% |
| 3Y | -18.3% | +6.3% | -24.6% | -20.8% |
| 5Y | -41.3% | -19.3% | -22.0% | -41.3% |
| All | -48.5% | +1.5% | -50.0% | -48.1% |
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