+95.4%
TRMB vs UDR
+54.6%
+40.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | +2.8% | -0.4% | +3.2% | +3.0% |
| 30D | -5.9% | +7.8% | -13.6% | -9.9% |
| 3M | -3.3% | -2.8% | -0.5% | -2.4% |
| 6M | +1.3% | -1.4% | +2.8% | +1.3% |
| YTD | -29.0% | +3.4% | -32.4% | -31.2% |
| 1Y | -27.8% | +9.9% | -37.6% | -32.3% |
| 3Y | +36.3% | +28.5% | +7.8% | +16.4% |
| 5Y | -35.8% | -20.5% | -15.3% | -30.3% |
| All | +95.4% | +54.6% | +40.7% | +66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling