+317.8%
TMUS vs UDR
+44.7%
+273.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.8% |
| 7D | -5.3% | -3.3% | -2.1% | -4.4% |
| 30D | +0.1% | -5.6% | +5.7% | +1.8% |
| 3M | -0.6% | -9.4% | +8.8% | +2.4% |
| 6M | -17.5% | -3.0% | -14.6% | -16.9% |
| YTD | -11.3% | -0.4% | -10.9% | -11.5% |
| 1Y | -25.4% | -5.1% | -20.3% | -24.6% |
| 3Y | +35.5% | +4.2% | +31.3% | +32.0% |
| 5Y | +41.9% | -19.5% | +61.4% | +48.2% |
| 10Y | +317.8% | +47.9% | +269.9% | +270.5% |
| All | +317.8% | +44.7% | +273.2% | +270.5% |
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