+80.5%
TSEM vs UDR
+14.9%
+65.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.6% | -12.3% | -6.5% |
| 7D | -23.1% | +7.2% | -30.3% | -19.6% |
| 30D | -40.4% | +10.5% | -50.8% | -36.7% |
| 3M | -37.9% | -2.3% | -35.6% | -37.8% |
| 6M | -30.8% | +4.0% | -34.8% | -30.7% |
| YTD | +26.7% | +5.6% | +21.1% | +26.1% |
| 1Y | +80.5% | +13.0% | +67.4% | +71.8% |
| All | +80.5% | +14.9% | +65.6% | +71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling