+311.2%
TPR vs UDR
+42.1%
+269.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.3% |
| 7D | -3.4% | -2.1% | -1.3% | -2.0% |
| 30D | -27.3% | -5.6% | -21.7% | -24.7% |
| 3M | -16.2% | -5.8% | -10.5% | -13.4% |
| 6M | -17.9% | -1.1% | -16.8% | -18.1% |
| YTD | -7.1% | +1.6% | -8.7% | -9.2% |
| 1Y | +13.6% | -2.7% | +16.3% | +14.0% |
| 3Y | +293.7% | +6.3% | +287.4% | +265.4% |
| 5Y | +239.1% | -19.3% | +258.4% | +272.4% |
| 10Y | +311.2% | +46.0% | +265.2% | +248.7% |
| All | +311.2% | +42.1% | +269.1% | +248.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling