+2,541.1%
DUK vs TXT
+2,070.1%
+471.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | 0.0% | -4.8% | +4.8% | +0.7% |
| 30D | -1.7% | -10.6% | +8.9% | 0.0% |
| 3M | -0.4% | -13.2% | +12.7% | +1.6% |
| 6M | -7.2% | -20.3% | +13.1% | -4.2% |
| YTD | +5.3% | -9.3% | +14.5% | +6.4% |
| 1Y | +3.0% | -2.7% | +5.6% | +2.8% |
| 3Y | +53.1% | +1.4% | +51.7% | +50.3% |
| 5Y | +37.9% | +9.6% | +28.4% | +32.2% |
| 10Y | +124.8% | +94.9% | +29.9% | +87.6% |
| All | +2,541.1% | +2,070.1% | +471.1% | +1,124.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling