-38.5%
DUOL vs TAP
+4.4%
-42.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +3.0% | +23.0% | +25.0% |
| 7D | +19.3% | +9.9% | +9.3% | +16.6% |
| 30D | +9.6% | +18.1% | -8.5% | +5.4% |
| 3M | +17.1% | +3.2% | +13.9% | +15.9% |
| 6M | +46.3% | +8.4% | +37.9% | +43.8% |
| YTD | -8.1% | -4.4% | -3.7% | -12.8% |
| 1Y | -38.5% | +3.2% | -41.7% | -47.4% |
| All | -38.5% | +4.4% | -42.8% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling