-19.7%
TSCO vs DUK
+47.2%
-66.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.5% |
| 7D | -5.7% | -0.7% | -5.0% | -5.4% |
| 30D | -8.8% | -2.4% | -6.3% | -8.0% |
| 3M | +6.3% | -3.0% | +9.3% | +7.4% |
| 6M | -32.3% | -6.6% | -25.7% | -30.8% |
| YTD | -32.7% | +4.6% | -37.3% | -33.6% |
| 1Y | -43.7% | +1.2% | -44.9% | -43.9% |
| 3Y | -19.7% | +45.7% | -65.3% | -31.7% |
| All | -19.7% | +47.2% | -66.8% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling