+188.6%
TECK vs UDR
-20.2%
+208.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.8% | -3.5% | -0.4% | -2.3% |
| 30D | +0.7% | -5.3% | +6.0% | +3.2% |
| 3M | +4.6% | -9.5% | +14.1% | +8.8% |
| 6M | +25.1% | -0.7% | +25.8% | +24.0% |
| YTD | +39.2% | -1.2% | +40.3% | +38.0% |
| 1Y | +60.3% | -5.7% | +66.1% | +62.5% |
| 3Y | +62.9% | +3.7% | +59.2% | +56.4% |
| All | +188.6% | -20.2% | +208.7% | +213.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling