-83.9%
TTD vs DUK
+47.1%
-131.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.4% |
| 7D | -7.4% | -1.7% | -5.7% | -7.8% |
| 30D | +3.0% | -2.2% | +5.3% | +2.4% |
| 3M | -27.6% | -3.7% | -23.9% | -28.2% |
| 6M | -49.5% | -6.3% | -43.1% | -50.1% |
| YTD | -63.2% | +4.5% | -67.7% | -62.6% |
| 1Y | -69.7% | +1.8% | -71.5% | -69.3% |
| All | -83.9% | +47.1% | -131.0% | -84.1% |
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 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