+405.4%
TXG vs UDR
+14.9%
+390.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +2.8% |
| 7D | -19.3% | +7.2% | -26.5% | -20.3% |
| 30D | -30.9% | +10.5% | -41.4% | -32.7% |
| 3M | +41.1% | -2.3% | +43.3% | +42.5% |
| 6M | +211.9% | +4.0% | +207.9% | +197.9% |
| YTD | +314.0% | +5.6% | +308.4% | +297.0% |
| 1Y | +405.4% | +13.0% | +392.4% | +314.7% |
| All | +405.4% | +14.9% | +390.5% | +314.7% |
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