+25.8%
TXG vs UDR
-4.9%
+30.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.0% |
| 7D | +5.0% | -3.4% | +8.4% | +6.8% |
| 30D | +13.5% | -5.4% | +18.9% | +16.6% |
| 3M | +128.0% | -10.0% | +138.0% | +138.6% |
| 6M | +224.4% | -2.5% | +227.0% | +225.0% |
| YTD | +307.0% | -1.1% | +308.1% | +304.7% |
| 1Y | +427.2% | -3.9% | +431.1% | +431.8% |
| 3Y | +40.2% | +3.4% | +36.7% | +38.1% |
| 5Y | -64.0% | -18.9% | -45.1% | -61.8% |
| All | +25.8% | -4.9% | +30.7% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling