+741.5%
TT vs UDR
+56.7%
+684.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.1% |
| 7D | +3.5% | -1.8% | +5.3% | +4.3% |
| 30D | -11.0% | +7.9% | -19.0% | -14.2% |
| 3M | -12.0% | -0.8% | -11.2% | -12.0% |
| 6M | -10.4% | 0.0% | -10.4% | -11.1% |
| YTD | +9.9% | +3.7% | +6.2% | +6.8% |
| 1Y | +1.5% | +8.5% | -7.1% | -3.5% |
| 3Y | +93.7% | +26.6% | +67.1% | +67.9% |
| 5Y | +139.2% | -20.2% | +159.4% | +155.8% |
| 10Y | +741.5% | +54.7% | +686.7% | +613.6% |
| All | +741.5% | +56.7% | +684.8% | +613.6% |
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