+131.8%
DUK vs TPR
+299.5%
-167.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.3% |
| 7D | -0.1% | -7.3% | +7.2% | +0.6% |
| 30D | +0.2% | -30.7% | +31.0% | +3.8% |
| 3M | -1.9% | -21.6% | +19.7% | +0.2% |
| 6M | -6.5% | -21.3% | +14.8% | -4.8% |
| YTD | +5.4% | -10.2% | +15.6% | +5.6% |
| 1Y | +3.6% | +9.5% | -5.9% | +1.3% |
| 3Y | +48.1% | +280.8% | -232.7% | +21.7% |
| 5Y | +39.6% | +218.7% | -179.1% | +14.3% |
| 10Y | +131.8% | +306.7% | -174.8% | +47.2% |
| All | +131.8% | +299.5% | -167.6% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling