+126.0%
DUK vs TCOM
-9.8%
+135.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -0.7% | -4.9% | +4.2% | -0.6% |
| 30D | -2.4% | -14.4% | +11.9% | -2.3% |
| 3M | -3.0% | -17.7% | +14.7% | -2.8% |
| 6M | -6.6% | -25.1% | +18.6% | -6.3% |
| YTD | +4.6% | -45.7% | +50.3% | +5.2% |
| 1Y | +1.2% | -47.9% | +49.1% | +1.9% |
| 3Y | +45.7% | +8.9% | +36.7% | +43.9% |
| 5Y | +40.3% | +26.9% | +13.5% | +37.5% |
| All | +126.0% | -9.8% | +135.8% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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