+2,037.5%
TXT vs UDR
+2,878.3%
-840.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.8% | -2.0% | -2.8% | -3.8% |
| 30D | -10.6% | -5.2% | -5.4% | -8.2% |
| 3M | -13.2% | -5.8% | -7.4% | -10.8% |
| 6M | -20.3% | -1.7% | -18.7% | -20.1% |
| YTD | -9.3% | +2.4% | -11.6% | -11.0% |
| 1Y | -2.7% | -2.1% | -0.6% | -2.6% |
| 3Y | +1.4% | +4.2% | -2.8% | -3.1% |
| 5Y | +9.6% | -20.0% | +29.5% | +18.1% |
| 10Y | +94.9% | +44.6% | +50.3% | +54.4% |
| All | +2,037.5% | +2,878.3% | -840.8% | +649.6% |
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