+24.4%
TXG vs UDR
-2.3%
+26.6%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.5% | +5.1% |
| 7D | +9.4% | -2.1% | +11.4% | +10.5% |
| 30D | +26.1% | -5.6% | +31.7% | +29.6% |
| 3M | +124.8% | -5.8% | +130.6% | +130.0% |
| 6M | +215.2% | -1.1% | +216.3% | +213.8% |
| YTD | +302.2% | +1.6% | +300.6% | +294.6% |
| 1Y | +370.9% | -2.7% | +373.6% | +372.5% |
| 3Y | +38.5% | +6.3% | +32.2% | +34.7% |
| 5Y | -64.4% | -19.3% | -45.0% | -62.5% |
| All | +24.4% | -2.3% | +26.6% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling