+14,178.8%
TT vs UDR
+2,919.7%
+11,259.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.8% |
| 7D | -2.0% | +3.0% | -5.0% | -3.2% |
| 30D | -14.0% | +10.3% | -24.3% | -17.5% |
| 3M | -15.9% | -2.9% | -13.0% | -15.1% |
| 6M | -17.3% | +0.3% | -17.6% | -18.0% |
| YTD | +4.0% | +3.8% | +0.2% | +1.4% |
| 1Y | -7.1% | +12.7% | -19.9% | -12.5% |
| 3Y | +90.2% | +27.6% | +62.7% | +68.1% |
| 5Y | +131.1% | -18.6% | +149.7% | +142.9% |
| 10Y | +777.7% | +52.4% | +725.3% | +594.5% |
| All | +14,178.8% | +2,919.7% | +11,259.1% | +4,597.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling