+156.8%
DUK vs TMF
-81.8%
+238.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.6% | -3.4% | +2.7% | -0.5% |
| 30D | +9.4% | +11.5% | -2.1% | +9.1% |
| 3M | +5.4% | -4.5% | +10.0% | +5.5% |
| 6M | +4.9% | -15.0% | +19.9% | +5.2% |
| YTD | +12.7% | -19.9% | +32.6% | +13.2% |
| 1Y | +7.8% | -26.6% | +34.3% | +8.4% |
| 3Y | +63.3% | -29.8% | +93.1% | +64.4% |
| 5Y | +54.2% | -88.2% | +142.4% | +45.2% |
| 10Y | +156.8% | -81.4% | +238.2% | +113.0% |
| All | +156.8% | -81.8% | +238.6% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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