+154.4%
TRV vs UDR
-20.1%
+174.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | -1.5% | -3.4% | +1.9% | -0.5% |
| 30D | -1.8% | -5.4% | +3.6% | -0.2% |
| 3M | +21.6% | -10.0% | +31.5% | +25.2% |
| 6M | +22.5% | -2.5% | +25.0% | +23.2% |
| YTD | +28.1% | -1.1% | +29.3% | +28.1% |
| 1Y | +37.0% | -3.9% | +40.9% | +38.0% |
| 3Y | +141.9% | +3.4% | +138.4% | +140.5% |
| All | +154.4% | -20.1% | +174.5% | +166.4% |
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