+10.7%
TTMI vs UDR
+14.9%
-4.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.6% | -13.7% | -7.2% |
| 7D | -19.2% | +7.2% | -26.4% | -14.4% |
| 30D | -44.9% | +10.5% | -55.3% | -40.5% |
| 3M | -44.7% | -2.3% | -42.5% | -43.7% |
| 6M | -53.4% | +4.0% | -57.4% | -52.7% |
| YTD | +6.3% | +5.6% | +0.7% | +8.2% |
| 1Y | +10.7% | +13.0% | -2.3% | +9.1% |
| All | +10.7% | +14.9% | -4.2% | +9.1% |
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