+3.2%
TJX vs UDR
+14.9%
-11.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.6% | +4.2% |
| 7D | +4.6% | +7.2% | -2.6% | +2.9% |
| 30D | +7.7% | +10.5% | -2.8% | +5.3% |
| 3M | -7.8% | -2.3% | -5.6% | -7.6% |
| 6M | -5.8% | +4.0% | -9.8% | -6.3% |
| YTD | -4.9% | +5.6% | -10.5% | -7.2% |
| 1Y | +3.2% | +13.0% | -9.9% | -1.8% |
| All | +3.2% | +14.9% | -11.8% | -1.8% |
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