-87.7%
TMF vs UDR
-17.4%
-70.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -1.4% | -2.0% | +0.6% | -0.6% |
| 30D | -2.8% | -5.2% | +2.4% | -0.6% |
| 3M | -10.9% | -5.8% | -5.1% | -8.9% |
| 6M | -21.3% | -1.7% | -19.6% | -21.1% |
| YTD | -15.9% | +2.4% | -18.2% | -17.6% |
| 1Y | -15.7% | -2.1% | -13.6% | -15.9% |
| 3Y | -43.4% | +4.2% | -47.6% | -46.1% |
| All | -87.7% | -17.4% | -70.3% | -88.6% |
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 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