+76.5%
TXN vs DUK
+47.2%
+29.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +4.0% | -0.7% | +4.6% | +4.0% |
| 30D | -2.9% | -2.4% | -0.4% | -2.9% |
| 3M | -9.1% | -3.0% | -6.1% | -9.3% |
| 6M | +36.6% | -6.6% | +43.2% | +36.3% |
| YTD | +57.5% | +4.6% | +52.9% | +57.0% |
| 1Y | +49.5% | +1.2% | +48.3% | +49.0% |
| 3Y | +76.5% | +45.7% | +30.9% | +59.6% |
| All | +76.5% | +47.2% | +29.4% | +59.6% |
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