+100.2%
TXT vs UDR
+48.4%
+51.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.6% |
| 7D | +0.8% | -3.3% | +4.1% | +2.8% |
| 30D | -10.4% | -5.6% | -4.8% | -7.3% |
| 3M | -14.3% | -9.4% | -4.9% | -9.4% |
| 6M | -15.1% | -3.0% | -12.1% | -14.2% |
| YTD | -8.3% | -0.4% | -7.9% | -9.1% |
| 1Y | -0.7% | -5.1% | +4.4% | +1.2% |
| 3Y | +6.0% | +4.2% | +1.8% | -0.3% |
| 5Y | +12.5% | -19.5% | +32.0% | +23.0% |
| All | +100.2% | +48.4% | +51.9% | +68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling