+422.6%
UDR vs TCOM
+2,569.4%
-2,146.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.4% |
| 7D | -3.3% | -10.2% | +6.9% | -1.5% |
| 30D | -5.6% | -16.8% | +11.2% | -2.7% |
| 3M | -9.4% | -16.7% | +7.3% | -6.9% |
| 6M | -3.0% | -27.1% | +24.1% | +1.9% |
| YTD | -0.4% | -45.5% | +45.1% | +9.3% |
| 1Y | -5.1% | -45.9% | +40.7% | +4.0% |
| 3Y | +4.2% | +9.8% | -5.5% | -2.4% |
| 5Y | -19.5% | +23.8% | -43.3% | -30.8% |
| 10Y | +47.9% | -10.8% | +58.7% | +26.3% |
| All | +422.6% | +2,569.4% | -2,146.9% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling