-9.5%
DUOL vs TCOM
+29.4%
-38.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -7.0% | -4.9% | -2.1% | -5.5% |
| 30D | +6.7% | -14.4% | +21.1% | +12.0% |
| 3M | +16.0% | -17.7% | +33.7% | +23.1% |
| 6M | +45.4% | -25.1% | +70.5% | +58.7% |
| YTD | -18.1% | -45.7% | +27.6% | -2.0% |
| 1Y | -53.6% | -47.9% | -5.7% | -43.8% |
| 3Y | -11.0% | +8.9% | -19.9% | -22.6% |
| All | -9.5% | +29.4% | -38.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling