+34.7%
TXN vs UDR
-2.2%
+36.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +0.7% |
| 7D | +2.7% | -3.3% | +5.9% | +2.1% |
| 30D | -6.7% | -5.6% | -1.1% | -7.6% |
| 3M | -8.9% | -9.4% | +0.5% | -10.2% |
| 6M | +34.7% | -3.0% | +37.6% | +27.4% |
| All | +34.7% | -2.2% | +36.9% | +27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling