+47.9%
UDR vs TAP
-51.4%
+99.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.6% |
| 7D | -3.3% | -5.1% | +1.8% | -1.5% |
| 30D | -5.6% | -8.4% | +2.8% | -2.8% |
| 3M | -9.4% | -3.9% | -5.5% | -8.4% |
| 6M | -3.0% | -14.4% | +11.4% | +1.8% |
| YTD | -0.4% | -14.7% | +14.3% | +4.2% |
| 1Y | -5.1% | -18.7% | +13.5% | +0.6% |
| 3Y | +4.2% | -32.6% | +36.9% | +16.6% |
| 5Y | -19.5% | -1.4% | -18.1% | -23.4% |
| 10Y | +47.9% | -50.4% | +98.3% | +46.1% |
| All | +47.9% | -51.4% | +99.3% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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