+3.7%
DUOL vs TMF
-88.1%
+91.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.8% |
| 7D | -11.8% | -0.9% | -10.9% | -11.8% |
| 30D | +1.5% | -1.0% | +2.5% | +1.5% |
| 3M | +18.1% | -11.3% | +29.4% | +18.5% |
| 6M | +38.7% | -22.7% | +61.4% | +39.6% |
| YTD | -20.7% | -17.3% | -3.3% | -20.3% |
| 1Y | -49.1% | -22.5% | -26.6% | -48.8% |
| 3Y | -11.0% | -43.2% | +32.2% | -10.5% |
| 5Y | -18.0% | -88.3% | +70.3% | -19.3% |
| All | +3.7% | -88.1% | +91.8% | +1.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling