+290.7%
TSM vs UDR
-18.0%
+308.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +6.0% | -2.1% | +8.1% | +6.6% |
| 30D | +4.5% | -5.6% | +10.1% | +6.0% |
| 3M | +3.1% | -5.8% | +8.9% | +4.1% |
| 6M | +30.2% | -1.1% | +31.3% | +29.3% |
| YTD | +45.2% | +1.6% | +43.6% | +42.7% |
| 1Y | +79.6% | -2.7% | +82.2% | +78.7% |
| 3Y | +411.0% | +6.3% | +404.7% | +380.1% |
| 5Y | +290.7% | -19.3% | +310.0% | +325.6% |
| All | +290.7% | -18.0% | +308.7% | +325.6% |
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 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