+8,398.6%
TPR vs UDR
+1,219.7%
+7,178.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.4% |
| 7D | +14.2% | +3.0% | +11.2% | +12.4% |
| 30D | +17.1% | +10.3% | +6.8% | +11.1% |
| 3M | -17.7% | -2.9% | -14.8% | -16.6% |
| 6M | -10.2% | +0.3% | -10.5% | -10.9% |
| YTD | +4.9% | +3.8% | +1.1% | +1.9% |
| 1Y | +36.1% | +12.7% | +23.4% | +26.3% |
| 3Y | +416.5% | +27.6% | +388.9% | +344.4% |
| 5Y | +254.8% | -18.6% | +273.4% | +282.7% |
| 10Y | +391.7% | +52.4% | +339.3% | +284.0% |
| All | +8,398.6% | +1,219.7% | +7,178.9% | +2,451.4% |
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