-72.0%
TTD vs UDR
+14.9%
-86.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +1.5% |
| 7D | +3.7% | +7.2% | -3.5% | +1.0% |
| 30D | +10.4% | +10.5% | 0.0% | +6.6% |
| 3M | -31.6% | -2.3% | -29.3% | -31.4% |
| 6M | -45.1% | +4.0% | -49.1% | -45.6% |
| YTD | -65.1% | +5.6% | -70.8% | -64.8% |
| 1Y | -72.0% | +13.0% | -85.0% | -72.9% |
| All | -72.0% | +14.9% | -86.9% | -72.9% |
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