+320.5%
TMUS vs UDR
+174.6%
+145.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +0.1% | -2.0% | +2.1% | +0.7% |
| 30D | +5.3% | -5.2% | +10.4% | +7.1% |
| 3M | +3.1% | -5.8% | +8.9% | +5.2% |
| 6M | -16.5% | -1.7% | -14.8% | -16.2% |
| YTD | -9.2% | +2.4% | -11.5% | -10.3% |
| 1Y | -26.5% | -2.1% | -24.4% | -26.4% |
| 3Y | +39.0% | +4.2% | +34.8% | +34.6% |
| 5Y | +40.4% | -20.0% | +60.4% | +46.7% |
| 10Y | +303.7% | +44.6% | +259.1% | +228.6% |
| All | +320.5% | +174.6% | +145.9% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling