+40.9%
DUK vs TNA
-23.3%
+64.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | -0.7% | -7.3% | +6.6% | -0.3% |
| 30D | -2.4% | -14.2% | +11.7% | -1.8% |
| 3M | -3.0% | -4.6% | +1.6% | -2.9% |
| 6M | -6.6% | +36.9% | -43.5% | -8.3% |
| YTD | +4.6% | +42.5% | -38.0% | +2.2% |
| 1Y | +1.2% | +45.8% | -44.5% | -1.5% |
| 3Y | +45.7% | +104.7% | -59.0% | +33.9% |
| All | +40.9% | -23.3% | +64.3% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling