+126.0%
DUK vs TRI
+196.2%
-70.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -0.7% | -7.9% | +7.2% | +1.1% |
| 30D | -2.4% | -4.5% | +2.1% | -1.7% |
| 3M | -3.0% | +22.1% | -25.1% | -8.5% |
| 6M | -6.6% | -2.8% | -3.8% | -7.4% |
| YTD | +4.6% | -23.4% | +28.0% | +10.6% |
| 1Y | +1.2% | -41.5% | +42.8% | +17.0% |
| 3Y | +45.7% | -19.2% | +64.9% | +45.2% |
| 5Y | +40.3% | -9.4% | +49.7% | +31.5% |
| All | +126.0% | +196.2% | -70.2% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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