+50.8%
DUK vs TLN
+574.4%
-523.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | +0.1% |
| 7D | -0.7% | -1.3% | +0.7% | -0.7% |
| 30D | -2.4% | -14.3% | +11.9% | -2.8% |
| 3M | -3.0% | -9.3% | +6.3% | -3.1% |
| 6M | -6.6% | -1.1% | -5.5% | -6.4% |
| YTD | +4.6% | -16.6% | +21.1% | +4.4% |
| 1Y | +1.2% | -22.0% | +23.2% | +1.0% |
| 3Y | +45.7% | +470.2% | -424.5% | +45.7% |
| All | +50.8% | +574.4% | -523.6% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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