+13,634.3%
TSM vs DUK
+925.8%
+12,708.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.8% | +3.1% |
| 7D | +2.7% | 0.0% | +2.8% | +2.7% |
| 30D | +3.6% | -1.7% | +5.3% | +4.0% |
| 3M | -3.4% | -0.4% | -2.9% | -3.7% |
| 6M | +20.6% | -7.2% | +27.9% | +22.2% |
| YTD | +41.9% | +5.3% | +36.6% | +39.0% |
| 1Y | +84.4% | +3.0% | +81.4% | +81.3% |
| 3Y | +380.2% | +53.1% | +327.2% | +315.1% |
| 5Y | +275.3% | +37.9% | +237.4% | +230.0% |
| 10Y | +1,751.4% | +124.8% | +1,626.6% | +1,264.6% |
| All | +13,634.3% | +925.8% | +12,708.6% | +5,087.1% |
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