-25.1%
TGT vs UDR
-20.2%
-4.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -5.2% | -3.5% | -1.8% | -3.5% |
| 30D | +1.2% | -5.3% | +6.5% | +4.1% |
| 3M | +18.4% | -9.5% | +27.9% | +24.2% |
| 6M | +33.4% | -0.7% | +34.1% | +32.9% |
| YTD | +63.8% | -1.2% | +65.0% | +63.1% |
| 1Y | +77.2% | -5.7% | +82.9% | +80.8% |
| 3Y | +41.8% | +3.7% | +38.1% | +35.4% |
| All | -25.1% | -20.2% | -4.9% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling