-6.5%
DUOL vs TAP
-31.5%
+25.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -4.4% |
| 7D | -7.8% | -2.3% | -5.5% | -7.3% |
| 30D | +11.8% | -9.4% | +21.2% | +13.9% |
| 3M | +24.1% | -0.8% | +24.9% | +24.5% |
| 6M | +43.6% | -14.7% | +58.4% | +47.4% |
| YTD | -16.6% | -13.9% | -2.6% | -15.1% |
| 1Y | -46.0% | -18.6% | -27.4% | -44.6% |
| 3Y | -6.5% | -32.0% | +25.5% | +0.8% |
| All | -6.5% | -31.5% | +25.0% | +0.8% |
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