+736.3%
TT vs UDR
+54.6%
+681.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | +4.0% | -0.4% | +4.4% | +4.2% |
| 30D | -11.3% | +7.8% | -19.1% | -14.5% |
| 3M | -12.3% | -2.8% | -9.5% | -11.4% |
| 6M | -10.8% | -1.4% | -9.4% | -11.0% |
| YTD | +8.2% | +3.4% | +4.8% | +5.2% |
| 1Y | +1.5% | +9.9% | -8.4% | -4.1% |
| 3Y | +91.5% | +28.5% | +63.0% | +64.6% |
| 5Y | +130.2% | -20.5% | +150.7% | +146.5% |
| All | +736.3% | +54.6% | +681.7% | +603.0% |
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