+42.9%
TXG vs UDR
+3.3%
+39.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | +9.5% | -3.5% | +12.9% | +12.6% |
| 30D | +18.8% | -5.3% | +24.1% | +23.9% |
| 3M | +136.1% | -9.5% | +145.6% | +152.4% |
| 6M | +235.2% | -0.7% | +235.9% | +226.9% |
| YTD | +320.5% | -1.2% | +321.7% | +311.2% |
| 1Y | +425.2% | -5.7% | +430.9% | +436.4% |
| 3Y | +42.9% | +3.7% | +39.2% | +30.6% |
| All | +42.9% | +3.3% | +39.6% | +30.6% |
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 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