+2,207.9%
TRGP vs UDR
+177.2%
+2,030.8%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.9% |
| 7D | -0.6% | -2.1% | +1.5% | +0.6% |
| 30D | +14.6% | -5.6% | +20.2% | +18.2% |
| 3M | +11.9% | -5.8% | +17.7% | +15.2% |
| 6M | +25.3% | -1.1% | +26.4% | +24.9% |
| YTD | +61.9% | +1.6% | +60.3% | +58.3% |
| 1Y | +87.3% | -2.7% | +89.9% | +87.2% |
| 3Y | +268.0% | +6.3% | +261.7% | +242.4% |
| 5Y | +638.2% | -19.3% | +657.5% | +698.1% |
| 10Y | +821.9% | +46.0% | +775.9% | +654.3% |
| All | +2,207.9% | +177.2% | +2,030.8% | +1,205.9% |
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