+75.4%
TSM vs UDR
-4.3%
+79.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -1.4% |
| 7D | +4.8% | -3.3% | +8.0% | +3.8% |
| 30D | +4.0% | -5.6% | +9.7% | +2.4% |
| 3M | +2.0% | -9.4% | +11.4% | -0.6% |
| 6M | +25.5% | -3.0% | +28.5% | +22.7% |
| YTD | +44.0% | -0.4% | +44.4% | +42.8% |
| 1Y | +75.4% | -5.1% | +80.6% | +69.8% |
| All | +75.4% | -4.3% | +79.7% | +69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling