+636.6%
TRGP vs UDR
-20.7%
+657.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.1% |
| 7D | -0.7% | -3.3% | +2.5% | +0.8% |
| 30D | +9.5% | -5.6% | +15.1% | +12.3% |
| 3M | +10.8% | -9.4% | +20.2% | +15.4% |
| 6M | +25.3% | -3.0% | +28.3% | +26.1% |
| YTD | +60.3% | -0.4% | +60.6% | +58.7% |
| 1Y | +84.6% | -5.1% | +89.7% | +86.9% |
| 3Y | +264.4% | +4.2% | +260.1% | +248.6% |
| 5Y | +636.6% | -19.5% | +656.1% | +719.3% |
| All | +636.6% | -20.7% | +657.3% | +719.3% |
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