+485.0%
DUK vs TNA
+924.1%
-439.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.1% |
| 7D | -0.7% | -7.3% | +6.6% | 0.0% |
| 30D | -2.4% | -14.2% | +11.7% | -1.1% |
| 3M | -3.0% | -4.6% | +1.6% | -2.8% |
| 6M | -6.6% | +36.9% | -43.5% | -10.2% |
| YTD | +4.6% | +42.5% | -38.0% | -0.2% |
| 1Y | +1.2% | +45.8% | -44.5% | -4.2% |
| 3Y | +45.7% | +104.7% | -59.0% | +26.8% |
| 5Y | +40.3% | -21.7% | +62.0% | +28.5% |
| 10Y | +129.9% | +83.8% | +46.1% | +65.8% |
| All | +485.0% | +924.1% | -439.0% | +174.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling