+67.6%
DUK vs TXT
+10.4%
+57.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +8.9% | +13.3% | -4.5% | +7.8% |
| 3M | +5.6% | -5.0% | +10.5% | +5.8% |
| 6M | +7.0% | -8.4% | +15.4% | +7.3% |
| YTD | +14.0% | -4.0% | +18.0% | +14.0% |
| 1Y | +9.1% | +2.8% | +6.3% | +8.6% |
| 3Y | +67.6% | +10.3% | +57.3% | +62.1% |
| All | +67.6% | +10.4% | +57.2% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling