+3.7%
DUOL vs TCOM
+43.7%
-40.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.6% | -3.9% |
| 7D | -11.8% | -10.2% | -1.6% | -8.8% |
| 30D | +1.5% | -16.8% | +18.3% | +7.5% |
| 3M | +18.1% | -16.7% | +34.8% | +24.8% |
| 6M | +38.7% | -27.1% | +65.7% | +52.4% |
| YTD | -20.7% | -45.5% | +24.8% | -5.4% |
| 1Y | -49.1% | -45.9% | -3.2% | -39.3% |
| 3Y | -11.0% | +9.8% | -20.8% | -22.5% |
| 5Y | -18.0% | +23.8% | -41.8% | -43.6% |
| All | +3.7% | +43.7% | -40.0% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling