-21.2%
TMUS vs UDR
+14.9%
-36.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.3% |
| 7D | +7.5% | +7.2% | +0.3% | +6.0% |
| 30D | -3.3% | +10.5% | -13.8% | -5.0% |
| 3M | -9.7% | -2.3% | -7.4% | -8.9% |
| 6M | -17.2% | +4.0% | -21.2% | -16.5% |
| YTD | -20.3% | +5.6% | -26.0% | -20.9% |
| 1Y | -21.2% | +13.0% | -34.2% | -24.6% |
| All | -21.2% | +14.9% | -36.1% | -24.6% |
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