+8.1%
DUOL vs TAP
-8.1%
+16.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -8.6% | -5.3% | -3.4% | -7.8% |
| 30D | +7.2% | -7.4% | +14.5% | +8.4% |
| 3M | +19.1% | -4.9% | +24.0% | +20.0% |
| 6M | +52.5% | -14.2% | +66.7% | +55.6% |
| YTD | -17.3% | -14.8% | -2.5% | -15.9% |
| 1Y | -49.2% | -18.1% | -31.1% | -48.1% |
| 3Y | -7.3% | -32.7% | +25.5% | -3.1% |
| 5Y | -16.3% | -0.5% | -15.8% | -10.2% |
| All | +8.1% | -8.1% | +16.2% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling