+483.1%
DUK vs TDG
+13,008.0%
-12,524.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -0.7% | -1.9% | +1.2% | -0.3% |
| 30D | -2.4% | -7.7% | +5.3% | -1.0% |
| 3M | -3.0% | -9.3% | +6.3% | -1.4% |
| 6M | -6.6% | -9.4% | +2.8% | -5.3% |
| YTD | +4.6% | -14.3% | +18.8% | +6.9% |
| 1Y | +1.2% | -11.8% | +13.1% | +2.8% |
| 3Y | +45.7% | +52.0% | -6.3% | +31.0% |
| 5Y | +40.3% | +128.8% | -88.5% | +14.4% |
| 10Y | +129.9% | +543.8% | -413.9% | +45.5% |
| All | +483.1% | +13,008.0% | -12,524.8% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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