-69.0%
TMF vs UDR
+608.5%
-677.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.4% |
| 7D | +1.2% | +3.0% | -1.8% | +1.7% |
| 30D | +19.7% | +10.3% | +9.5% | +21.6% |
| 3M | -2.1% | -2.9% | +0.8% | -2.7% |
| 6M | -13.4% | +0.3% | -13.8% | -13.4% |
| YTD | -16.7% | +3.8% | -20.5% | -16.2% |
| 1Y | -23.3% | +12.7% | -36.1% | -21.7% |
| 3Y | -24.8% | +27.6% | -52.4% | -20.8% |
| 5Y | -88.0% | -18.6% | -69.4% | -88.9% |
| 10Y | -84.7% | +52.4% | -137.1% | -81.3% |
| All | -69.0% | +608.5% | -677.4% | -29.1% |
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