+2,882.6%
UDR vs TAP
+803.5%
+2,079.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -2.4% | -6.3% | +3.9% | -1.2% |
| 30D | +6.7% | +2.7% | +4.0% | +6.1% |
| 3M | -1.8% | -3.7% | +2.0% | -1.3% |
| 6M | -1.8% | -2.0% | +0.2% | -1.7% |
| YTD | +2.5% | -12.3% | +14.9% | +4.5% |
| 1Y | +7.9% | -10.1% | +18.0% | +9.4% |
| 3Y | +25.1% | -25.3% | +50.3% | +30.5% |
| 5Y | -21.2% | -1.9% | -19.2% | -22.3% |
| 10Y | +52.9% | -47.8% | +100.7% | +61.7% |
| All | +2,882.6% | +803.5% | +2,079.0% | +2,422.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling