+11.3%
TSEM vs UDR
+1,489.4%
-1,478.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.8% | +7.8% |
| 7D | +6.9% | -2.0% | +8.9% | +7.4% |
| 30D | +5.3% | -5.2% | +10.5% | +6.7% |
| 3M | -14.9% | -5.8% | -9.1% | -14.2% |
| 6M | +80.0% | -1.7% | +81.7% | +79.5% |
| YTD | +89.4% | +2.4% | +87.0% | +86.1% |
| 1Y | +253.1% | -2.1% | +255.2% | +250.4% |
| 3Y | +642.1% | +4.2% | +637.9% | +621.3% |
| 5Y | +659.1% | -20.0% | +679.1% | +680.9% |
| 10Y | +1,291.4% | +44.6% | +1,246.7% | +1,104.0% |
| All | +11.3% | +1,489.4% | -1,478.1% | -40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling