+3.0%
DUK vs TNA
+70.0%
-67.0%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -0.9% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.7% | -4.9% | +3.2% | -1.8% |
| 3M | -0.4% | +0.4% | -0.8% | -0.3% |
| 6M | -7.2% | +32.5% | -39.8% | -6.2% |
| YTD | +5.3% | +53.7% | -48.5% | +7.1% |
| 1Y | +3.0% | +65.1% | -62.2% | +5.2% |
| All | +3.0% | +70.0% | -67.0% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling