+271.5%
TRGP vs UDR
+3.4%
+268.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | -0.6% | -3.4% | +2.8% | +0.6% |
| 30D | +10.0% | -5.4% | +15.4% | +11.9% |
| 3M | +7.6% | -10.0% | +17.6% | +11.1% |
| 6M | +26.8% | -2.5% | +29.3% | +27.1% |
| YTD | +60.6% | -1.1% | +61.7% | +59.6% |
| 1Y | +82.5% | -3.9% | +86.4% | +83.4% |
| All | +271.5% | +3.4% | +268.2% | +277.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling