+2,179.7%
TXT vs UDR
+2,882.6%
-702.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | -1.1% | -2.4% | +1.3% | +0.2% |
| 30D | +13.3% | +6.7% | +6.6% | +9.5% |
| 3M | -5.1% | -1.8% | -3.4% | -4.4% |
| 6M | -7.1% | -1.8% | -5.3% | -6.7% |
| YTD | -3.2% | +2.5% | -5.7% | -5.2% |
| 1Y | +2.3% | +7.9% | -5.6% | -2.5% |
| 3Y | +11.1% | +25.1% | -14.0% | -3.3% |
| 5Y | +10.0% | -21.2% | +31.2% | +19.6% |
| 10Y | +91.1% | +52.9% | +38.2% | +47.6% |
| All | +2,179.7% | +2,882.6% | -702.9% | +698.3% |
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