+347.4%
DUK vs TRGP
+2,242.0%
-1,894.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -0.1% | -0.7% | +0.6% | -0.1% |
| 30D | +0.2% | +9.5% | -9.2% | -0.4% |
| 3M | -1.9% | +10.8% | -12.7% | -2.7% |
| 6M | -6.5% | +25.3% | -31.9% | -8.1% |
| YTD | +5.4% | +60.3% | -54.8% | +1.9% |
| 1Y | +3.6% | +84.6% | -81.0% | -1.0% |
| 3Y | +48.1% | +264.4% | -216.2% | +34.0% |
| 5Y | +39.6% | +636.6% | -597.0% | +19.8% |
| 10Y | +131.8% | +848.9% | -717.1% | +85.0% |
| All | +347.4% | +2,242.0% | -1,894.6% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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