+855.6%
TRGP vs UDR
+47.3%
+808.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -0.6% | -3.4% | +2.8% | +1.5% |
| 30D | +10.0% | -5.4% | +15.4% | +13.5% |
| 3M | +7.6% | -10.0% | +17.6% | +13.9% |
| 6M | +26.8% | -2.5% | +29.3% | +27.4% |
| YTD | +60.6% | -1.1% | +61.7% | +59.2% |
| 1Y | +82.5% | -3.9% | +86.4% | +83.7% |
| 3Y | +265.0% | +3.4% | +261.6% | +242.6% |
| 5Y | +645.9% | -18.9% | +664.8% | +707.2% |
| All | +855.6% | +47.3% | +808.3% | +827.0% |
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 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