+44.5%
UDR vs TCOM
-10.5%
+55.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | -3.4% | -6.5% | +3.1% | -2.7% |
| 30D | -5.4% | -16.2% | +10.8% | -3.8% |
| 3M | -10.0% | -19.3% | +9.4% | -8.2% |
| 6M | -2.5% | -27.2% | +24.7% | +0.3% |
| YTD | -1.1% | -46.2% | +45.1% | +4.6% |
| 1Y | -3.9% | -46.6% | +42.7% | +1.7% |
| 3Y | +3.4% | +8.4% | -4.9% | -0.4% |
| 5Y | -18.9% | +25.8% | -44.7% | -25.7% |
| All | +44.5% | -10.5% | +55.0% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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