+345.4%
TECK vs UDR
+47.3%
+298.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.0% |
| 7D | -4.2% | -3.4% | -0.9% | -2.8% |
| 30D | -0.4% | -5.4% | +5.1% | +1.9% |
| 3M | +10.1% | -10.0% | +20.1% | +14.6% |
| 6M | +26.0% | -2.5% | +28.5% | +26.3% |
| YTD | +38.0% | -1.1% | +39.2% | +37.3% |
| 1Y | +63.8% | -3.9% | +67.7% | +64.6% |
| 3Y | +68.5% | +3.4% | +65.1% | +62.9% |
| 5Y | +179.2% | -18.9% | +198.1% | +194.6% |
| All | +345.4% | +47.3% | +298.1% | +300.7% |
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