+443.1%
TTMI vs UDR
+1,104.3%
-661.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +5.9% | -2.0% | +7.9% | +6.9% |
| 30D | -4.3% | -5.2% | +0.9% | -1.9% |
| 3M | -32.0% | -5.8% | -26.3% | -31.0% |
| 6M | +19.5% | -1.7% | +21.2% | +18.8% |
| YTD | +82.0% | +2.4% | +79.7% | +76.2% |
| 1Y | +172.6% | -2.1% | +174.7% | +168.1% |
| 3Y | +744.7% | +4.2% | +740.4% | +697.6% |
| 5Y | +805.6% | -20.0% | +825.5% | +865.5% |
| 10Y | +1,057.6% | +44.6% | +1,013.0% | +741.3% |
| All | +443.1% | +1,104.3% | -661.2% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling