+6.1%
UDR vs TW
+221.1%
-215.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -2.0% | -2.3% | +0.3% | -1.5% |
| 30D | -5.2% | +3.9% | -9.1% | -6.1% |
| 3M | -5.8% | +5.7% | -11.5% | -7.3% |
| 6M | -1.7% | -14.5% | +12.8% | +1.5% |
| YTD | +2.4% | -0.9% | +3.2% | +1.5% |
| 1Y | -2.1% | -13.5% | +11.4% | +0.4% |
| 3Y | +4.2% | +25.0% | -20.8% | -4.2% |
| 5Y | -20.0% | +22.7% | -42.7% | -28.0% |
| All | +6.1% | +221.1% | -215.0% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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