+299.0%
TSEM vs UDR
-20.8%
+319.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.1% |
| 7D | +7.0% | -0.4% | +7.3% | +7.0% |
| 30D | -29.8% | +7.8% | -37.5% | -31.0% |
| 3M | -41.9% | -2.8% | -39.2% | -41.7% |
| 6M | -45.8% | -1.4% | -44.3% | -46.2% |
| YTD | +25.1% | +3.4% | +21.7% | +21.6% |
| 1Y | +48.2% | +9.9% | +38.4% | +41.1% |
| 3Y | +476.5% | +28.5% | +448.0% | +425.8% |
| All | +299.0% | -20.8% | +319.8% | +336.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling