-5.7%
UDR vs TCOM
-47.3%
+41.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.7% |
| 7D | -3.4% | -6.5% | +3.1% | -3.4% |
| 30D | -5.4% | -16.2% | +10.8% | -5.6% |
| 3M | -10.0% | -19.3% | +9.4% | -10.2% |
| 6M | -2.5% | -27.2% | +24.7% | -2.8% |
| YTD | -1.1% | -46.2% | +45.1% | -2.6% |
| All | -5.7% | -47.3% | +41.7% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling