+79.8%
DUK vs TW
+206.7%
-126.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -0.7% | -4.5% | +3.8% | +0.1% |
| 30D | -2.4% | -2.3% | -0.2% | -2.1% |
| 3M | -3.0% | +2.6% | -5.6% | -3.7% |
| 6M | -6.6% | -17.5% | +11.0% | -3.7% |
| YTD | +4.6% | -5.3% | +9.9% | +4.7% |
| 1Y | +1.2% | -14.8% | +16.0% | +3.3% |
| 3Y | +45.7% | +18.8% | +26.8% | +37.4% |
| 5Y | +40.3% | +20.7% | +19.6% | +29.3% |
| All | +79.8% | +206.7% | -126.9% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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