+285.0%
TSM vs DUK
+38.9%
+246.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -1.0% |
| 7D | +4.8% | -0.1% | +4.9% | +4.8% |
| 30D | +4.0% | +0.2% | +3.8% | +4.1% |
| 3M | +2.0% | -1.9% | +3.9% | +1.6% |
| 6M | +25.5% | -6.5% | +32.0% | +24.1% |
| YTD | +44.0% | +5.4% | +38.6% | +45.8% |
| 1Y | +75.4% | +3.6% | +71.9% | +77.2% |
| 3Y | +406.7% | +48.1% | +358.6% | +419.6% |
| 5Y | +285.0% | +39.6% | +245.4% | +298.4% |
| All | +285.0% | +38.9% | +246.0% | +298.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling