+293.7%
TMUS vs DUK
+394.7%
-101.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.3% |
| 7D | +4.9% | +1.9% | +3.0% | +3.9% |
| 30D | +7.7% | +8.9% | -1.2% | +3.3% |
| 3M | -6.8% | +5.6% | -12.3% | -9.3% |
| 6M | -9.7% | +7.0% | -16.7% | -12.8% |
| YTD | -15.0% | +14.0% | -29.0% | -20.5% |
| 1Y | -19.1% | +9.1% | -28.2% | -22.8% |
| 3Y | +21.4% | +67.6% | -46.2% | -7.2% |
| 5Y | +51.2% | +56.6% | -5.4% | +18.1% |
| 10Y | +240.2% | +159.8% | +80.4% | +91.9% |
| All | +293.7% | +394.7% | -101.0% | +36.8% |
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