+39.6%
DUK vs TMF
-87.6%
+127.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +0.7% | +1.0% | -0.3% | +0.6% |
| 30D | -2.0% | -1.8% | -0.2% | -1.9% |
| 3M | +0.2% | -8.2% | +8.5% | +1.0% |
| 6M | -6.9% | -19.5% | +12.6% | -5.1% |
| YTD | +6.1% | -16.0% | +22.1% | +7.7% |
| 1Y | +4.4% | -22.5% | +26.9% | +6.7% |
| 3Y | +49.1% | -42.3% | +91.4% | +53.8% |
| 5Y | +39.6% | -87.7% | +127.3% | +50.4% |
| All | +39.6% | -87.6% | +127.2% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling