-19.3%
UDR vs TAP
0.0%
-19.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.5% |
| 7D | -2.1% | -2.3% | +0.3% | -1.4% |
| 30D | -5.6% | -9.4% | +3.8% | -3.0% |
| 3M | -5.8% | -0.8% | -5.0% | -5.8% |
| 6M | -1.1% | -14.7% | +13.6% | +3.1% |
| YTD | +1.6% | -13.9% | +15.5% | +5.2% |
| 1Y | -2.7% | -18.6% | +16.0% | +2.3% |
| 3Y | +6.3% | -32.0% | +38.3% | +16.8% |
| 5Y | -19.3% | -1.0% | -18.3% | -21.1% |
| All | -19.3% | 0.0% | -19.3% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling