+1,192.3%
UDR vs TKO
+1,395.0%
-202.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -5.4% | -2.6% | -2.8% | -5.1% |
| 3M | -10.0% | -7.8% | -2.2% | -8.9% |
| 6M | -2.5% | -7.0% | +4.5% | -1.7% |
| YTD | -1.1% | -8.5% | +7.4% | -0.1% |
| 1Y | -3.9% | -1.3% | -2.6% | -4.4% |
| 3Y | +3.4% | +105.0% | -101.5% | -11.8% |
| 5Y | -18.9% | +292.9% | -311.8% | -39.8% |
| 10Y | +46.8% | +979.3% | -932.5% | -17.1% |
| All | +1,192.3% | +1,395.0% | -202.7% | +413.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling