-10.8%
TTWO vs UDR
-1.4%
-9.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -8.8% | -2.0% | -6.8% | -8.8% |
| 30D | -8.6% | -5.2% | -3.4% | -8.6% |
| 3M | -0.9% | -5.8% | +4.9% | -0.8% |
| 6M | -0.5% | -1.7% | +1.2% | -0.6% |
| YTD | -16.1% | +2.4% | -18.5% | -14.9% |
| 1Y | -10.8% | -2.1% | -8.7% | -4.5% |
| All | -10.8% | -1.4% | -9.4% | -4.5% |
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 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