-80.9%
TTD vs UDR
-20.7%
-60.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | +0.6% |
| 7D | -4.6% | -3.3% | -1.4% | -2.1% |
| 30D | +3.7% | -5.6% | +9.3% | +8.5% |
| 3M | -30.2% | -9.4% | -20.8% | -24.7% |
| 6M | -51.4% | -3.0% | -48.4% | -50.8% |
| YTD | -63.4% | -0.4% | -63.0% | -63.9% |
| 1Y | -73.5% | -5.1% | -68.4% | -72.8% |
| 3Y | -83.5% | +4.2% | -87.7% | -85.0% |
| 5Y | -80.9% | -19.5% | -61.4% | -76.2% |
| All | -80.9% | -20.7% | -60.2% | -76.2% |
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