+183.7%
TECH vs UDR
+47.2%
+136.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -0.4% | -3.5% | +3.0% | +1.1% |
| 30D | 0.0% | -5.3% | +5.3% | +2.3% |
| 3M | +33.7% | -9.5% | +43.2% | +39.3% |
| 6M | +34.9% | -0.7% | +35.6% | +34.7% |
| YTD | +23.2% | -1.2% | +24.3% | +23.2% |
| 1Y | +36.3% | -5.7% | +42.1% | +39.1% |
| 3Y | +2.3% | +3.7% | -1.5% | +0.6% |
| 5Y | -42.9% | -18.9% | -24.0% | -39.1% |
| All | +183.7% | +47.2% | +136.5% | +163.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling