-64.0%
TXG vs UDR
-20.3%
-43.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -0.7% |
| 7D | +5.0% | -3.4% | +8.4% | +8.2% |
| 30D | +13.5% | -5.4% | +18.9% | +19.2% |
| 3M | +128.0% | -10.0% | +138.0% | +147.1% |
| 6M | +224.4% | -2.5% | +227.0% | +223.5% |
| YTD | +307.0% | -1.1% | +308.1% | +298.9% |
| 1Y | +427.2% | -3.9% | +431.1% | +430.5% |
| 3Y | +40.2% | +3.4% | +36.7% | +29.8% |
| 5Y | -64.0% | -18.9% | -45.1% | -54.2% |
| All | -64.0% | -20.3% | -43.8% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling