+6,411.5%
TRV vs UDR
+2,856.2%
+3,555.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.7% |
| 7D | +0.5% | -2.1% | +2.5% | +1.3% |
| 30D | -4.9% | -5.6% | +0.8% | -2.8% |
| 3M | +23.7% | -5.8% | +29.5% | +26.4% |
| 6M | +20.3% | -1.1% | +21.4% | +20.5% |
| YTD | +27.1% | +1.6% | +25.4% | +25.7% |
| 1Y | +35.3% | -2.7% | +38.0% | +35.9% |
| 3Y | +139.8% | +6.3% | +133.5% | +130.1% |
| 5Y | +153.9% | -19.3% | +173.2% | +164.9% |
| 10Y | +285.9% | +46.0% | +239.9% | +219.9% |
| All | +6,411.5% | +2,856.2% | +3,555.3% | +2,733.2% |
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