+146.0%
TT vs UDR
-19.6%
+165.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | 0.0% | -2.0% | +2.0% | +0.8% |
| 30D | -7.2% | -5.2% | -2.0% | -5.1% |
| 3M | -3.0% | -5.8% | +2.8% | -0.9% |
| 6M | +1.4% | -1.7% | +3.0% | +1.4% |
| YTD | +15.9% | +2.4% | +13.5% | +13.6% |
| 1Y | +9.4% | -2.1% | +11.5% | +9.3% |
| 3Y | +124.4% | +4.2% | +120.2% | +115.1% |
| All | +146.0% | -19.6% | +165.7% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling