+16.3%
TFC vs UDR
-5.5%
+21.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -2.5% | -3.4% | +0.9% | -1.2% |
| 30D | -2.8% | -5.4% | +2.6% | -0.7% |
| 3M | +2.1% | -10.0% | +12.1% | +6.4% |
| 6M | +10.1% | -2.5% | +12.7% | +11.3% |
| YTD | +5.4% | -1.1% | +6.6% | +6.3% |
| 1Y | +16.3% | -3.9% | +20.2% | +17.7% |
| All | +16.3% | -5.5% | +21.9% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling