-25.6%
TMF vs UDR
+11.3%
-36.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.7% | -3.8% |
| 7D | -1.1% | +2.0% | -3.1% | -1.7% |
| 30D | +11.8% | +7.9% | +3.9% | +9.4% |
| 3M | -4.0% | -1.5% | -2.6% | -4.3% |
| 6M | -16.5% | +0.9% | -17.4% | -17.8% |
| YTD | -19.9% | +4.0% | -23.9% | -23.3% |
| 1Y | -25.6% | +10.4% | -35.9% | -30.6% |
| All | -25.6% | +11.3% | -36.8% | -30.6% |
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