+220.3%
TTMI vs UDR
+1,116.4%
-896.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.3% |
| 7D | +11.4% | -0.4% | +11.8% | +11.6% |
| 30D | -28.3% | +7.8% | -36.1% | -31.7% |
| 3M | -46.7% | -2.8% | -43.9% | -46.7% |
| 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% | +8.0% |
| 3Y | +429.1% | +28.5% | +400.6% | +343.8% |
| 5Y | +418.8% | -20.5% | +439.3% | +449.6% |
| 10Y | +411.2% | +54.2% | +357.0% | +256.8% |
| All | +220.3% | +1,116.4% | -896.1% | -42.6% |
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