+407.0%
TSM vs DUK
+48.4%
+358.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -1.2% |
| 7D | +4.8% | -0.1% | +4.9% | +4.7% |
| 30D | +4.0% | +0.2% | +3.8% | +4.2% |
| 3M | +2.0% | -1.9% | +3.9% | +1.3% |
| 6M | +25.5% | -6.5% | +32.0% | +22.3% |
| YTD | +44.0% | +5.4% | +38.6% | +48.7% |
| 1Y | +75.4% | +3.6% | +71.9% | +80.2% |
| All | +407.0% | +48.4% | +358.6% | +467.7% |
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