+72.0%
DUK vs TE
-52.9%
+124.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -2.4% | -5.9% | +3.5% | -2.5% |
| 3M | -3.0% | -45.6% | +42.6% | -3.3% |
| 6M | -6.6% | -43.4% | +36.8% | -6.7% |
| YTD | +4.6% | -31.0% | +35.5% | +4.5% |
| 1Y | +1.2% | +145.2% | -144.0% | +1.4% |
| 3Y | +45.7% | -24.1% | +69.7% | +48.3% |
| 5Y | +40.3% | -48.1% | +88.4% | +43.8% |
| All | +72.0% | -52.9% | +124.9% | +87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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