+25.4%
TMO vs UDR
+14.9%
+10.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | +0.3% |
| 7D | +0.3% | +7.2% | -6.9% | -1.3% |
| 30D | +4.3% | +10.5% | -6.1% | +1.8% |
| 3M | +25.1% | -2.3% | +27.4% | +26.2% |
| 6M | +52.9% | +4.0% | +48.9% | +51.6% |
| YTD | +22.2% | +5.6% | +16.6% | +20.9% |
| 1Y | +25.4% | +13.0% | +12.3% | +18.8% |
| All | +25.4% | +14.9% | +10.5% | +18.8% |
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