+8,187.2%
TMO vs DUK
+2,535.3%
+5,651.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | -0.7% | 0.0% | -0.5% |
| 30D | +1.1% | -2.4% | +3.6% | +1.9% |
| 3M | +28.3% | -3.0% | +31.3% | +29.4% |
| 6M | +23.3% | -6.6% | +29.8% | +25.4% |
| YTD | +5.5% | +4.6% | +0.9% | +3.5% |
| 1Y | +24.5% | +1.2% | +23.3% | +23.3% |
| 3Y | +19.6% | +45.7% | -26.1% | +4.7% |
| 5Y | +8.1% | +40.3% | -32.2% | -4.7% |
| 10Y | +336.7% | +129.9% | +206.8% | +224.8% |
| All | +8,187.2% | +2,535.3% | +5,651.8% | +2,957.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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