+568.8%
DUK vs TMF
-70.3%
+639.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.5% | +0.7% |
| 7D | +1.9% | -1.1% | +3.0% | +1.9% |
| 30D | +10.5% | +11.8% | -1.3% | +10.5% |
| 3M | +7.3% | -4.0% | +11.4% | +7.3% |
| 6M | +5.7% | -16.5% | +22.2% | +5.6% |
| YTD | +12.9% | -19.9% | +32.8% | +12.8% |
| 1Y | +8.6% | -25.6% | +34.1% | +8.5% |
| 3Y | +63.5% | -29.9% | +93.4% | +63.7% |
| 5Y | +52.4% | -88.2% | +140.6% | +44.6% |
| 10Y | +157.4% | -81.7% | +239.2% | +146.1% |
| All | +568.8% | -70.3% | +639.1% | +605.4% |
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 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