+7.0%
DUOL vs TDY
+35.5%
-28.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.7% |
| 7D | -7.0% | -1.1% | -5.9% | -6.4% |
| 30D | +6.7% | -12.0% | +18.8% | +13.9% |
| 3M | +16.0% | -3.2% | +19.2% | +16.2% |
| 6M | +45.4% | -7.9% | +53.3% | +48.7% |
| YTD | -18.1% | +18.2% | -36.4% | -31.2% |
| 1Y | -53.6% | +6.7% | -60.2% | -57.8% |
| 3Y | -11.0% | +47.5% | -58.5% | -37.7% |
| 5Y | -17.1% | +39.5% | -56.6% | -41.1% |
| All | +7.0% | +35.5% | -28.5% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling