+1.5%
TT vs UDR
+9.8%
-8.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | +3.5% | -1.8% | +5.3% | +3.7% |
| 30D | -11.0% | +7.9% | -19.0% | -11.8% |
| 3M | -12.0% | -0.8% | -11.2% | -11.8% |
| 6M | -10.4% | 0.0% | -10.4% | -11.0% |
| YTD | +9.9% | +3.7% | +6.2% | +8.7% |
| 1Y | +1.5% | +8.5% | -7.1% | -2.1% |
| All | +1.5% | +9.8% | -8.3% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling