+64.4%
DUK vs TLN
+710.8%
-646.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.2% |
| 7D | +1.9% | +11.0% | -9.1% | +2.3% |
| 30D | +8.9% | +4.9% | +4.0% | +9.1% |
| 3M | +5.6% | +4.9% | +0.6% | +5.8% |
| 6M | +7.0% | +7.1% | -0.1% | +7.4% |
| YTD | +14.0% | +0.3% | +13.7% | +14.5% |
| 1Y | +9.1% | +5.9% | +3.2% | +9.7% |
| 3Y | +67.6% | +578.5% | -510.9% | +68.1% |
| All | +64.4% | +710.8% | -646.4% | +67.5% |
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