+263.4%
TSM vs UDR
-19.0%
+282.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.2% | +2.1% |
| 7D | -2.1% | +2.0% | -4.1% | -2.6% |
| 30D | -12.5% | +7.9% | -20.4% | -14.4% |
| 3M | -5.0% | -1.5% | -3.5% | -4.8% |
| 6M | -3.2% | +0.9% | -4.1% | -4.4% |
| YTD | +31.5% | +4.0% | +27.5% | +28.2% |
| 1Y | +35.7% | +10.4% | +25.3% | +29.5% |
| 3Y | +323.5% | +26.9% | +296.6% | +268.6% |
| 5Y | +263.4% | -19.4% | +282.7% | +295.4% |
| All | +263.4% | -19.0% | +282.4% | +295.4% |
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