+12,702.2%
TSM vs UDR
+1,052.9%
+11,649.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.0% |
| 7D | +6.2% | -0.4% | +6.6% | +6.3% |
| 30D | -7.3% | +7.8% | -15.0% | -10.0% |
| 3M | -7.1% | -2.8% | -4.4% | -6.5% |
| 6M | +0.2% | -1.4% | +1.7% | -0.3% |
| YTD | +32.2% | +3.4% | +28.8% | +28.8% |
| 1Y | +42.8% | +9.9% | +32.9% | +35.8% |
| 3Y | +330.4% | +28.5% | +301.9% | +278.9% |
| 5Y | +263.9% | -20.5% | +284.4% | +279.2% |
| 10Y | +1,580.2% | +54.2% | +1,525.9% | +1,184.6% |
| All | +12,702.2% | +1,052.9% | +11,649.3% | +3,119.4% |
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 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