+1,027.0%
DUK vs TD
+7,715.7%
-6,688.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.4% |
| 7D | -0.1% | -1.9% | +1.8% | +0.4% |
| 30D | +0.2% | -1.6% | +1.8% | +0.6% |
| 3M | -1.9% | +4.6% | -6.5% | -3.2% |
| 6M | -6.5% | +26.8% | -33.3% | -12.1% |
| YTD | +5.4% | +28.3% | -22.9% | -1.2% |
| 1Y | +3.6% | +60.4% | -56.9% | -8.3% |
| 3Y | +48.1% | +125.7% | -77.6% | +19.6% |
| 5Y | +39.6% | +122.4% | -82.8% | +12.0% |
| 10Y | +131.8% | +297.1% | -165.3% | +59.0% |
| All | +1,027.0% | +7,715.7% | -6,688.7% | +338.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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