+43.0%
TMUS vs UDR
-18.0%
+61.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -0.3% | -2.1% | +1.8% | +0.3% |
| 30D | +3.1% | -5.6% | +8.8% | +4.9% |
| 3M | +2.4% | -5.8% | +8.2% | +4.3% |
| 6M | -17.1% | -1.1% | -16.0% | -16.9% |
| YTD | -9.1% | +1.6% | -10.7% | -9.8% |
| 1Y | -23.6% | -2.7% | -21.0% | -23.3% |
| 3Y | +38.8% | +6.3% | +32.5% | +35.1% |
| 5Y | +43.0% | -19.3% | +62.3% | +53.2% |
| All | +43.0% | -18.0% | +61.0% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling