+39.6%
DUK vs TAP
-0.5%
+40.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | -0.1% | -5.1% | +5.0% | +0.9% |
| 30D | +0.2% | -8.4% | +8.7% | +1.9% |
| 3M | -1.9% | -3.9% | +2.0% | -1.3% |
| 6M | -6.5% | -14.4% | +7.9% | -4.0% |
| YTD | +5.4% | -14.7% | +20.2% | +8.0% |
| 1Y | +3.6% | -18.7% | +22.2% | +7.0% |
| 3Y | +48.1% | -32.6% | +80.8% | +58.1% |
| 5Y | +39.6% | -1.4% | +41.0% | +37.6% |
| All | +39.6% | -0.5% | +40.1% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 5y: compounded portfolio wealth divided by compounded TAP 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…
5y analysis · Full analysis span regression · 6 months rolling