+2,545.7%
DUK vs TGT
+6,106.6%
-3,560.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.2% |
| 7D | -0.1% | -3.6% | +3.5% | +0.4% |
| 30D | +0.2% | +4.4% | -4.2% | -0.5% |
| 3M | -1.9% | +25.4% | -27.3% | -5.3% |
| 6M | -6.5% | +33.4% | -39.9% | -10.7% |
| YTD | +5.4% | +65.6% | -60.1% | -2.6% |
| 1Y | +3.6% | +80.3% | -76.7% | -5.7% |
| 3Y | +48.1% | +42.1% | +6.0% | +36.4% |
| 5Y | +39.6% | -25.0% | +64.6% | +39.2% |
| 10Y | +131.8% | +208.2% | -76.4% | +80.5% |
| All | +2,545.7% | +6,106.6% | -3,560.9% | +1,097.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling