+77.9%
TEM vs UDR
+1.4%
+76.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.5% | -6.2% |
| 7D | -5.9% | -0.4% | -5.5% | -5.6% |
| 30D | +4.8% | +7.8% | -3.0% | -1.1% |
| 3M | +31.9% | -2.8% | +34.7% | +33.9% |
| 6M | +56.0% | -1.4% | +57.4% | +54.8% |
| YTD | +21.3% | +3.4% | +17.9% | +14.4% |
| 1Y | +5.4% | +9.9% | -4.5% | -6.5% |
| All | +77.9% | +1.4% | +76.5% | +100.1% |
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 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