+84.6%
TGT vs UDR
-1.4%
+86.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +0.8% | -2.0% | +2.8% | +1.4% |
| 30D | +12.2% | -5.2% | +17.4% | +13.9% |
| 3M | +33.8% | -5.8% | +39.6% | +35.5% |
| 6M | +39.3% | -1.7% | +41.0% | +39.7% |
| YTD | +72.9% | +2.4% | +70.5% | +69.4% |
| 1Y | +84.6% | -2.1% | +86.7% | +81.2% |
| All | +84.6% | -1.4% | +86.0% | +81.2% |
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