+2,761.7%
DUK vs TXT
+2,196.3%
+565.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.6% |
| 3M | +5.6% | -5.0% | +10.5% | +6.2% |
| 6M | +7.0% | -8.4% | +15.4% | +8.1% |
| YTD | +14.0% | -4.0% | +18.0% | +14.1% |
| 1Y | +9.1% | +2.8% | +6.3% | +7.9% |
| 3Y | +67.6% | +10.3% | +57.3% | +62.2% |
| 5Y | +56.6% | +9.2% | +47.4% | +50.2% |
| 10Y | +159.8% | +89.6% | +70.2% | +117.3% |
| All | +2,761.7% | +2,196.3% | +565.4% | +1,212.9% |
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