+9.6%
TFC vs UDR
-0.4%
+10.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.8% |
| 7D | +2.3% | -0.4% | +2.6% | +2.5% |
| 30D | +10.8% | +7.8% | +3.1% | +7.1% |
| 3M | -3.8% | -2.8% | -1.0% | -2.7% |
| 6M | +9.6% | -1.4% | +11.0% | +10.1% |
| All | +9.6% | -0.4% | +10.0% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling