+788.4%
DUK vs TDY
+7,056.0%
-6,267.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -0.7% | -1.1% | +0.5% | -0.5% |
| 30D | -2.4% | -12.0% | +9.6% | -0.6% |
| 3M | -3.0% | -3.2% | +0.2% | -2.7% |
| 6M | -6.6% | -7.9% | +1.3% | -5.7% |
| YTD | +4.6% | +18.2% | -13.7% | +1.4% |
| 1Y | +1.2% | +6.7% | -5.4% | -0.3% |
| 3Y | +45.7% | +47.5% | -1.9% | +35.6% |
| 5Y | +40.3% | +39.5% | +0.8% | +30.9% |
| 10Y | +129.9% | +477.2% | -347.3% | +73.8% |
| All | +788.4% | +7,056.0% | -6,267.6% | +421.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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