+49.2%
TTWO vs UDR
+3.4%
+45.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.9% |
| 7D | +1.3% | -3.4% | +4.7% | +2.0% |
| 30D | -13.4% | -5.4% | -8.0% | -12.4% |
| 3M | +3.1% | -10.0% | +13.1% | +5.2% |
| 6M | +3.8% | -2.5% | +6.3% | +3.8% |
| YTD | -15.3% | -1.1% | -14.1% | -15.4% |
| 1Y | -11.1% | -3.9% | -7.2% | -10.5% |
| All | +49.2% | +3.4% | +45.9% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling