+15.0%
DUOL vs TAP
-3.1%
+18.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | +5.1% | -2.3% | +7.4% | +5.4% |
| 30D | +14.1% | -2.1% | +16.3% | +14.4% |
| 3M | +41.5% | +6.6% | +34.9% | +40.4% |
| 6M | +60.6% | -11.5% | +72.1% | +62.9% |
| YTD | -12.0% | -10.3% | -1.7% | -11.2% |
| 1Y | -43.4% | -14.4% | -29.0% | -42.6% |
| 3Y | +3.7% | -28.3% | +32.0% | +7.3% |
| 5Y | -5.3% | +1.7% | -7.0% | +0.5% |
| All | +15.0% | -3.1% | +18.2% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling