-5.1%
UDR vs TAP
-19.6%
+14.5%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -3.3% | -5.1% | +1.8% | -2.1% |
| 30D | -5.6% | -8.4% | +2.8% | -3.8% |
| 3M | -9.4% | -3.9% | -5.5% | -8.7% |
| 6M | -3.0% | -14.4% | +11.4% | -0.3% |
| YTD | -0.4% | -14.7% | +14.3% | +1.5% |
| 1Y | -5.1% | -18.7% | +13.5% | -4.4% |
| All | -5.1% | -19.6% | +14.5% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling