+240.4%
TPR vs UDR
-19.6%
+260.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -2.0% | -0.3% | -1.3% |
| 30D | -23.0% | -5.2% | -17.8% | -20.9% |
| 3M | -12.5% | -5.8% | -6.7% | -10.1% |
| 6M | -21.4% | -1.7% | -19.7% | -21.3% |
| YTD | -3.5% | +2.4% | -5.9% | -5.7% |
| 1Y | +17.4% | -2.1% | +19.5% | +17.4% |
| 3Y | +291.3% | +4.2% | +287.0% | +272.4% |
| All | +240.4% | -19.6% | +260.0% | +273.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling