+1,259.9%
TSEM vs UDR
+47.3%
+1,212.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.7% |
| 7D | +0.9% | -3.4% | +4.3% | +2.0% |
| 30D | -16.6% | -5.4% | -11.2% | -15.3% |
| 3M | -10.9% | -10.0% | -0.9% | -8.7% |
| 6M | +78.0% | -2.5% | +80.6% | +77.3% |
| YTD | +77.2% | -1.1% | +78.3% | +74.9% |
| 1Y | +207.6% | -3.9% | +211.5% | +205.8% |
| 3Y | +637.8% | +3.4% | +634.4% | +610.4% |
| 5Y | +617.0% | -18.9% | +635.9% | +640.8% |
| All | +1,259.9% | +47.3% | +1,212.7% | +1,128.5% |
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