+9.5%
TPR vs UDR
-4.3%
+13.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.6% |
| 7D | -7.3% | -3.3% | -4.1% | -6.3% |
| 30D | -30.7% | -5.6% | -25.1% | -29.4% |
| 3M | -21.6% | -9.4% | -12.2% | -19.0% |
| 6M | -21.3% | -3.0% | -18.4% | -21.1% |
| YTD | -10.2% | -0.4% | -9.8% | -11.3% |
| 1Y | +9.5% | -5.1% | +14.6% | +9.1% |
| All | +9.5% | -4.3% | +13.8% | +9.1% |
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 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