+513.1%
TRI vs UDR
+598.2%
-85.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.2% |
| 7D | -8.4% | -3.3% | -5.1% | -7.4% |
| 30D | -6.5% | -5.6% | -0.8% | -4.7% |
| 3M | +18.6% | -9.4% | +28.0% | +22.5% |
| 6M | -10.4% | -3.0% | -7.5% | -9.6% |
| YTD | -23.7% | -0.4% | -23.3% | -23.7% |
| 1Y | -42.5% | -5.1% | -37.3% | -41.6% |
| 3Y | -19.3% | +4.2% | -23.5% | -21.2% |
| 5Y | -9.7% | -19.5% | +9.9% | -5.6% |
| 10Y | +194.4% | +47.9% | +146.5% | +145.3% |
| All | +513.1% | +598.2% | -85.1% | +181.9% |
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