+365.8%
TTD vs DUK
+126.9%
+238.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -3.0% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | +1.6% | -2.0% | +3.6% | +2.0% |
| 3M | -27.8% | +0.2% | -28.1% | -27.9% |
| 6M | -52.1% | -6.9% | -45.2% | -51.5% |
| YTD | -63.1% | +6.1% | -69.2% | -63.7% |
| 1Y | -73.1% | +4.4% | -77.5% | -73.4% |
| 3Y | -83.3% | +49.1% | -132.4% | -85.3% |
| 5Y | -80.6% | +39.6% | -120.2% | -82.8% |
| All | +365.8% | +126.9% | +238.9% | +277.1% |
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