+376.4%
TTD vs DUK
+123.5%
+252.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -0.6% | -0.7% | 0.0% | -0.5% |
| 30D | +6.3% | -2.4% | +8.7% | +6.8% |
| 3M | -24.1% | -3.0% | -21.1% | -23.8% |
| 6M | -47.4% | -6.6% | -40.9% | -46.9% |
| YTD | -62.2% | +4.6% | -66.8% | -62.8% |
| 1Y | -68.3% | +1.2% | -69.5% | -68.5% |
| 3Y | -83.4% | +45.7% | -129.1% | -85.3% |
| 5Y | -80.3% | +40.3% | -120.6% | -82.6% |
| All | +376.4% | +123.5% | +252.9% | +286.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling