+40.5%
DUK vs TT
+144.3%
-103.7%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +0.7% | +1.6% | -0.9% | +0.5% |
| 30D | -2.0% | -7.3% | +5.3% | -1.2% |
| 3M | +0.2% | -2.6% | +2.8% | +0.3% |
| 6M | -6.9% | +5.9% | -12.8% | -8.0% |
| YTD | +6.1% | +15.4% | -9.3% | +3.5% |
| 1Y | +4.4% | +8.2% | -3.8% | +2.6% |
| 3Y | +49.1% | +122.7% | -73.5% | +23.1% |
| All | +40.5% | +144.3% | -103.7% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 5y: compounded portfolio wealth divided by compounded TT 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…
5y analysis · Full analysis span regression · 6 months rolling