+240.8%
TMUS vs UDR
+53.1%
+187.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +9.5% | +2.0% | +7.5% | +8.9% |
| 30D | +13.8% | +7.9% | +5.9% | +11.3% |
| 3M | -4.6% | -1.5% | -3.1% | -4.2% |
| 6M | -11.7% | +0.9% | -12.6% | -12.0% |
| YTD | -15.4% | +4.0% | -19.4% | -16.8% |
| 1Y | -16.1% | +10.4% | -26.5% | -19.0% |
| 3Y | +20.5% | +26.9% | -6.4% | +10.6% |
| 5Y | +48.7% | -19.4% | +68.1% | +55.3% |
| 10Y | +240.8% | +57.0% | +183.8% | +201.9% |
| All | +240.8% | +53.1% | +187.7% | +201.9% |
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