+44.4%
UDR vs TKO
+989.7%
-945.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -3.5% | +2.3% | -5.8% | -3.8% |
| 30D | -5.3% | -2.5% | -2.8% | -5.0% |
| 3M | -9.5% | -10.6% | +1.1% | -8.3% |
| 6M | -0.7% | -5.1% | +4.4% | -0.3% |
| YTD | -1.2% | -8.2% | +7.0% | -0.4% |
| 1Y | -5.7% | -4.4% | -1.3% | -5.7% |
| 3Y | +3.7% | +100.4% | -96.6% | -7.4% |
| 5Y | -18.9% | +294.3% | -313.2% | -35.3% |
| All | +44.4% | +989.7% | -945.3% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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