+5,975.1%
TGT vs UDR
+2,798.0%
+3,177.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.2% | -2.5% |
| 7D | -3.6% | -3.3% | -0.3% | -2.5% |
| 30D | +4.4% | -5.6% | +10.1% | +6.4% |
| 3M | +25.4% | -9.4% | +34.8% | +29.3% |
| 6M | +33.4% | -3.0% | +36.3% | +34.2% |
| YTD | +65.6% | -0.4% | +66.0% | +65.1% |
| 1Y | +80.3% | -5.1% | +85.4% | +82.5% |
| 3Y | +42.1% | +4.2% | +37.9% | +38.8% |
| 5Y | -25.0% | -19.5% | -5.5% | -20.7% |
| 10Y | +208.2% | +47.9% | +160.3% | +157.0% |
| All | +5,975.1% | +2,798.0% | +3,177.0% | +2,192.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling