-0.8%
TOST vs UDR
+14.9%
-15.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.6% | +1.9% | +3.7% |
| 7D | +10.7% | +7.2% | +3.5% | +7.1% |
| 30D | +17.7% | +10.5% | +7.3% | +12.4% |
| 3M | +4.6% | -2.3% | +6.9% | +4.8% |
| 6M | +20.3% | +4.0% | +16.3% | +17.1% |
| YTD | -0.4% | +5.6% | -6.0% | -3.4% |
| 1Y | -0.8% | +13.0% | -13.8% | -10.4% |
| All | -0.8% | +14.9% | -15.7% | -10.4% |
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