-45.7%
TOST vs UDR
-17.7%
-28.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | -2.0% | -1.4% | -1.8% |
| 30D | -2.4% | -5.2% | +2.8% | +1.9% |
| 3M | +34.6% | -5.8% | +40.4% | +41.0% |
| 6M | +15.2% | -1.7% | +16.9% | +15.3% |
| YTD | -4.4% | +2.4% | -6.8% | -7.9% |
| 1Y | -17.4% | -2.1% | -15.3% | -17.2% |
| 3Y | +54.5% | +4.2% | +50.2% | +43.0% |
| All | -45.7% | -17.7% | -28.0% | -36.1% |
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