+43,607.4%
TJX vs UDR
+2,798.0%
+40,809.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.5% |
| 7D | -4.0% | -3.3% | -0.7% | -2.9% |
| 30D | -20.3% | -5.6% | -14.7% | -18.8% |
| 3M | -23.3% | -9.4% | -13.8% | -20.9% |
| 6M | -19.7% | -3.0% | -16.8% | -19.1% |
| YTD | -17.1% | -0.4% | -16.7% | -17.4% |
| 1Y | -8.8% | -5.1% | -3.7% | -7.8% |
| 3Y | +43.4% | +4.2% | +39.2% | +39.0% |
| 5Y | +95.2% | -19.5% | +114.7% | +103.7% |
| 10Y | +288.1% | +47.9% | +240.2% | +233.0% |
| All | +43,607.4% | +2,798.0% | +40,809.4% | +17,374.9% |
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