+417.0%
TTMI vs UDR
-20.8%
+437.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.2% |
| 7D | +11.4% | -0.4% | +11.8% | +11.5% |
| 30D | -28.3% | +7.8% | -36.1% | -30.9% |
| 3M | -46.7% | -2.8% | -43.9% | -46.5% |
| 6M | -56.1% | -1.4% | -54.7% | -56.9% |
| YTD | +7.4% | +3.4% | +4.0% | +2.2% |
| 1Y | +17.4% | +9.9% | +7.5% | +7.9% |
| 3Y | +429.1% | +28.5% | +400.6% | +334.1% |
| All | +417.0% | -20.8% | +437.8% | +454.5% |
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