+957.3%
TT vs UDR
+44.7%
+912.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.5% |
| 7D | +1.4% | -3.3% | +4.7% | +2.9% |
| 30D | -6.7% | -5.6% | -1.0% | -4.3% |
| 3M | -5.4% | -9.4% | +4.0% | -1.5% |
| 6M | +4.4% | -3.0% | +7.3% | +5.0% |
| YTD | +14.9% | -0.4% | +15.3% | +14.0% |
| 1Y | +9.3% | -5.1% | +14.4% | +10.6% |
| 3Y | +121.7% | +4.2% | +117.5% | +111.3% |
| 5Y | +148.2% | -19.5% | +167.7% | +164.4% |
| 10Y | +957.3% | +47.9% | +909.4% | +797.6% |
| All | +957.3% | +44.7% | +912.6% | +797.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling