+181.2%
TSCO vs UDR
+47.2%
+134.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | -5.7% | -3.5% | -2.2% | -4.6% |
| 30D | -8.8% | -5.3% | -3.5% | -7.2% |
| 3M | +6.3% | -9.5% | +15.9% | +9.6% |
| 6M | -32.3% | -0.7% | -31.6% | -32.2% |
| YTD | -32.7% | -1.2% | -31.5% | -32.6% |
| 1Y | -43.7% | -5.7% | -37.9% | -42.8% |
| 3Y | -19.7% | +3.7% | -23.4% | -21.1% |
| 5Y | -11.6% | -18.9% | +7.3% | -8.3% |
| All | +181.2% | +47.2% | +134.1% | +159.4% |
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 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