+602.0%
DUK vs TRI
+499.2%
+102.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -1.7% | -14.4% | +12.7% | +2.4% |
| 30D | -2.2% | -8.1% | +5.9% | -0.4% |
| 3M | -3.7% | +17.5% | -21.2% | -9.1% |
| 6M | -6.3% | -5.0% | -1.4% | -7.1% |
| YTD | +4.5% | -24.7% | +29.2% | +9.7% |
| 1Y | +1.8% | -41.5% | +43.3% | +15.2% |
| 3Y | +46.8% | -20.3% | +67.2% | +48.0% |
| 5Y | +40.2% | -10.9% | +51.2% | +35.0% |
| 10Y | +129.8% | +190.6% | -60.8% | +51.2% |
| All | +602.0% | +499.2% | +102.8% | +188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling