+54.6%
DUK vs TT
+136.9%
-82.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -1.1% | +8.1% | -9.2% | -1.9% |
| 30D | +8.8% | -11.3% | +20.1% | +10.1% |
| 3M | +5.0% | -11.2% | +16.2% | +6.2% |
| 6M | +4.6% | -8.9% | +13.5% | +5.3% |
| YTD | +12.6% | +9.7% | +2.9% | +10.2% |
| 1Y | +7.4% | +1.3% | +6.2% | +6.3% |
| 3Y | +63.1% | +93.4% | -30.3% | +38.4% |
| 5Y | +54.6% | +133.5% | -79.0% | +19.0% |
| All | +54.6% | +136.9% | -82.3% | +19.0% |
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