+328.6%
TMO vs UDR
+47.2%
+281.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -0.6% | -3.5% | +2.8% | +0.5% |
| 30D | +1.1% | -5.3% | +6.4% | +3.0% |
| 3M | +28.3% | -9.5% | +37.9% | +32.6% |
| 6M | +23.3% | -0.7% | +23.9% | +23.2% |
| YTD | +5.5% | -1.2% | +6.6% | +5.4% |
| 1Y | +24.5% | -5.7% | +30.3% | +26.4% |
| 3Y | +19.6% | +3.7% | +15.8% | +17.0% |
| 5Y | +8.1% | -18.9% | +27.1% | +12.8% |
| All | +328.6% | +47.2% | +281.4% | +293.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling