+523.5%
DUK vs TMF
-68.9%
+592.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -1.7% | -2.8% | +1.2% | -1.7% |
| 3M | -0.4% | -10.9% | +10.5% | -0.5% |
| 6M | -7.2% | -21.3% | +14.1% | -7.3% |
| YTD | +5.3% | -15.9% | +21.1% | +5.2% |
| 1Y | +3.0% | -15.7% | +18.7% | +2.9% |
| 3Y | +53.1% | -43.4% | +96.4% | +52.5% |
| 5Y | +37.9% | -87.8% | +125.7% | +31.0% |
| 10Y | +124.8% | -86.7% | +211.6% | +112.5% |
| All | +523.5% | -68.9% | +592.4% | +557.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling