+2,761.7%
DUK vs TAP
+832.8%
+1,928.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.8% |
| 7D | +1.9% | +1.3% | +0.7% | +1.7% |
| 30D | +8.9% | +5.7% | +3.2% | +7.9% |
| 3M | +5.6% | -1.9% | +7.5% | +5.7% |
| 6M | +7.0% | +0.9% | +6.0% | +6.6% |
| YTD | +14.0% | -9.5% | +23.6% | +15.2% |
| 1Y | +9.1% | -9.0% | +18.1% | +10.1% |
| 3Y | +67.6% | -22.2% | +89.8% | +72.0% |
| 5Y | +56.6% | +1.2% | +55.4% | +53.4% |
| 10Y | +159.8% | -46.1% | +205.9% | +168.9% |
| All | +2,761.7% | +832.8% | +1,928.9% | +2,109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling