+293.7%
TMUS vs DUK
+390.5%
-96.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.9% |
| 7D | +4.9% | +1.1% | +3.8% | +4.3% |
| 30D | +7.7% | +8.0% | -0.3% | +3.7% |
| 3M | -6.8% | +4.7% | -11.5% | -8.9% |
| 6M | -9.7% | +6.1% | -15.8% | -12.4% |
| YTD | -15.0% | +13.1% | -28.0% | -20.2% |
| 1Y | -19.1% | +8.2% | -27.3% | -22.4% |
| 3Y | +21.4% | +66.2% | -44.7% | -6.8% |
| 5Y | +51.2% | +55.3% | -4.1% | +18.7% |
| 10Y | +240.2% | +157.6% | +82.6% | +92.8% |
| All | +293.7% | +390.5% | -96.9% | +37.4% |
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