+172.6%
TTMI vs UDR
-1.4%
+174.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.9% |
| 7D | +5.9% | -2.0% | +7.9% | +4.7% |
| 30D | -4.3% | -5.2% | +0.9% | -7.0% |
| 3M | -32.0% | -5.8% | -26.3% | -34.1% |
| 6M | +19.5% | -1.7% | +21.2% | +13.7% |
| YTD | +82.0% | +2.4% | +79.7% | +79.5% |
| 1Y | +172.6% | -2.1% | +174.7% | +168.4% |
| All | +172.6% | -1.4% | +174.0% | +168.4% |
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