+94.6%
TFC vs UDR
+6.2%
+88.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | +2.2% | -2.1% | +4.3% | +3.5% |
| 30D | -2.5% | -5.6% | +3.1% | +0.9% |
| 3M | +4.5% | -5.8% | +10.3% | +8.1% |
| 6M | +11.0% | -1.1% | +12.1% | +11.1% |
| YTD | +5.9% | +1.6% | +4.3% | +3.9% |
| 1Y | +14.6% | -2.7% | +17.2% | +15.5% |
| All | +94.6% | +6.2% | +88.3% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling