-25.4%
TMUS vs UDR
-4.3%
-21.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.9% |
| 7D | -5.3% | -3.3% | -2.1% | -4.5% |
| 30D | +0.1% | -5.6% | +5.7% | +1.6% |
| 3M | -0.6% | -9.4% | +8.8% | +2.0% |
| 6M | -17.5% | -3.0% | -14.6% | -16.1% |
| YTD | -11.3% | -0.4% | -10.9% | -11.2% |
| 1Y | -25.4% | -5.1% | -20.3% | -23.6% |
| All | -25.4% | -4.3% | -21.1% | -23.6% |
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