+464.3%
DUK vs TTMI
+497.9%
-33.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.3% | -0.4% |
| 7D | -0.1% | +7.5% | -7.6% | -0.6% |
| 30D | +0.2% | -4.5% | +4.7% | +0.4% |
| 3M | -1.9% | -28.5% | +26.7% | -0.5% |
| 6M | -6.5% | +28.4% | -34.9% | -9.3% |
| YTD | +5.4% | +80.1% | -74.6% | -0.4% |
| 1Y | +3.6% | +161.0% | -157.5% | -5.2% |
| 3Y | +48.1% | +862.4% | -814.3% | +21.7% |
| 5Y | +39.6% | +812.9% | -773.4% | +13.9% |
| 10Y | +131.8% | +1,094.7% | -962.9% | +81.5% |
| All | +464.3% | +497.9% | -33.6% | +282.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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