-22.5%
DUOL vs TAP
-22.2%
-0.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.2% | +1.8% | +4.2% |
| 7D | +3.0% | +1.3% | +1.8% | +2.7% |
| 30D | +18.3% | +5.7% | +12.6% | +17.1% |
| 3M | +14.7% | -1.9% | +16.6% | +15.3% |
| 6M | +57.5% | +0.9% | +56.5% | +57.2% |
| YTD | -5.8% | -9.5% | +3.7% | -4.9% |
| 1Y | -11.4% | -9.0% | -2.4% | -10.8% |
| 3Y | -22.5% | -22.2% | -0.3% | -17.6% |
| All | -22.5% | -22.2% | -0.4% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling