+2,241.1%
TRGP vs UDR
+182.0%
+2,059.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.5% | -0.1% |
| 7D | +12.4% | -0.4% | +12.8% | +12.6% |
| 30D | +2.6% | +7.8% | -5.1% | -1.9% |
| 3M | +11.9% | -2.8% | +14.6% | +13.0% |
| 6M | +13.9% | -1.4% | +15.4% | +13.6% |
| YTD | +64.2% | +3.4% | +60.8% | +58.3% |
| 1Y | +78.5% | +9.9% | +68.6% | +66.0% |
| 3Y | +272.9% | +28.5% | +244.4% | +209.7% |
| 5Y | +510.7% | -20.5% | +531.2% | +564.8% |
| 10Y | +821.0% | +54.2% | +766.7% | +630.9% |
| All | +2,241.1% | +182.0% | +2,059.1% | +1,206.0% |
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 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