+20,639.1%
TXN vs UDR
+2,798.0%
+17,841.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.7% |
| 7D | +2.7% | -3.3% | +5.9% | +3.7% |
| 30D | -6.7% | -5.6% | -1.1% | -5.1% |
| 3M | -8.9% | -9.4% | +0.5% | -6.4% |
| 6M | +34.7% | -3.0% | +37.6% | +35.1% |
| YTD | +53.3% | -0.4% | +53.7% | +52.3% |
| 1Y | +45.0% | -5.1% | +50.2% | +46.3% |
| 3Y | +73.1% | +4.2% | +68.9% | +69.2% |
| 5Y | +59.9% | -19.5% | +79.4% | +68.1% |
| 10Y | +415.7% | +47.9% | +367.8% | +336.7% |
| All | +20,639.1% | +2,798.0% | +17,841.0% | +8,349.3% |
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