+65.6%
DUK vs TXG
+27.0%
+38.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | -0.7% | +9.5% | -10.1% | -0.9% |
| 30D | -2.4% | +18.8% | -21.2% | -2.8% |
| 3M | -3.0% | +136.1% | -139.1% | -5.2% |
| 6M | -6.6% | +235.2% | -241.8% | -9.7% |
| YTD | +4.6% | +320.5% | -316.0% | +0.3% |
| 1Y | +1.2% | +425.2% | -424.0% | -3.8% |
| 3Y | +45.7% | +42.9% | +2.8% | +45.3% |
| 5Y | +40.3% | -62.8% | +103.1% | +46.3% |
| All | +65.6% | +27.0% | +38.6% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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