+63.5%
DUK vs TMF
-30.8%
+94.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.5% | +1.2% |
| 7D | +1.9% | -1.1% | +3.0% | +2.1% |
| 30D | +10.5% | +11.8% | -1.3% | +8.9% |
| 3M | +7.3% | -4.0% | +11.4% | +7.8% |
| 6M | +5.7% | -16.5% | +22.2% | +7.9% |
| YTD | +12.9% | -19.9% | +32.8% | +15.7% |
| 1Y | +8.6% | -25.6% | +34.1% | +12.3% |
| 3Y | +63.5% | -29.9% | +93.4% | +68.0% |
| All | +63.5% | -30.8% | +94.3% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling