+66.3%
TPG vs UDR
-28.6%
+94.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.6% |
| 7D | -11.8% | -3.4% | -8.4% | -9.9% |
| 30D | -6.3% | -5.4% | -0.8% | -2.9% |
| 3M | +13.6% | -10.0% | +23.5% | +20.7% |
| 6M | +13.8% | -2.5% | +16.4% | +14.5% |
| YTD | -23.7% | -1.1% | -22.6% | -24.1% |
| 1Y | -18.2% | -3.9% | -14.3% | -17.2% |
| 3Y | +80.1% | +3.4% | +76.7% | +69.0% |
| All | +66.3% | -28.6% | +94.9% | +101.4% |
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 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