+637.8%
TSEM vs UDR
+3.4%
+634.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.8% |
| 7D | +0.9% | -3.4% | +4.3% | +1.5% |
| 30D | -16.6% | -5.4% | -11.2% | -15.9% |
| 3M | -10.9% | -10.0% | -0.9% | -9.8% |
| 6M | +78.0% | -2.5% | +80.6% | +75.5% |
| YTD | +77.2% | -1.1% | +78.3% | +72.9% |
| 1Y | +207.6% | -3.9% | +211.5% | +203.1% |
| All | +637.8% | +3.4% | +634.5% | +568.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling