+126.0%
DUK vs TGT
+207.4%
-81.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -5.2% | +4.6% | 0.0% |
| 30D | -2.4% | +1.2% | -3.6% | -2.6% |
| 3M | -3.0% | +18.4% | -21.4% | -5.1% |
| 6M | -6.6% | +33.4% | -40.0% | -9.9% |
| YTD | +4.6% | +63.8% | -59.3% | -1.9% |
| 1Y | +1.2% | +77.2% | -75.9% | -6.0% |
| 3Y | +45.7% | +41.8% | +3.9% | +35.8% |
| 5Y | +40.3% | -25.5% | +65.8% | +41.5% |
| All | +126.0% | +207.4% | -81.3% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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