+644.7%
TSEM vs UDR
-20.7%
+665.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.1% |
| 7D | +4.7% | -3.3% | +8.0% | +5.5% |
| 30D | -14.2% | -5.6% | -8.6% | -13.2% |
| 3M | -5.0% | -9.4% | +4.4% | -3.5% |
| 6M | +87.6% | -3.0% | +90.5% | +86.4% |
| YTD | +84.4% | -0.4% | +84.8% | +81.1% |
| 1Y | +235.4% | -5.1% | +240.5% | +234.0% |
| 3Y | +668.0% | +4.2% | +663.8% | +641.2% |
| 5Y | +644.7% | -19.5% | +664.3% | +713.5% |
| All | +644.7% | -20.7% | +665.4% | +713.5% |
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 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