-38.5%
DUOL vs TMF
-23.9%
-14.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | +2.5% | +23.5% | +25.6% |
| 7D | +19.3% | +4.0% | +15.3% | +18.9% |
| 30D | +9.6% | +19.5% | -9.8% | +9.1% |
| 3M | +17.1% | -3.5% | +20.6% | +15.9% |
| 6M | +46.3% | -10.6% | +56.9% | +43.3% |
| YTD | -8.1% | -17.1% | +9.0% | -10.7% |
| 1Y | -38.5% | -24.3% | -14.2% | -45.1% |
| All | -38.5% | -23.9% | -14.6% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling