+74.7%
DUK vs TE
-48.3%
+122.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.0% | -9.2% | +0.9% |
| 7D | +0.7% | +18.2% | -17.5% | +0.8% |
| 30D | -2.0% | -13.5% | +11.5% | -2.1% |
| 3M | +0.2% | -44.6% | +44.8% | 0.0% |
| 6M | -6.9% | -24.7% | +17.8% | -6.9% |
| YTD | +6.1% | -24.3% | +30.4% | +6.2% |
| 1Y | +4.4% | +155.6% | -151.1% | +4.7% |
| 3Y | +49.1% | -18.3% | +67.4% | +52.0% |
| 5Y | +39.6% | -41.3% | +80.9% | +43.0% |
| All | +74.7% | -48.3% | +122.9% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling