-49.1%
DUOL vs TMF
-23.1%
-26.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.7% | -3.2% | -4.9% |
| 7D | -11.8% | -0.9% | -10.9% | -11.8% |
| 30D | +1.5% | -1.0% | +2.5% | +1.4% |
| 3M | +18.1% | -11.3% | +29.4% | +15.8% |
| 6M | +38.7% | -22.7% | +61.4% | +33.7% |
| YTD | -20.7% | -17.3% | -3.3% | -22.5% |
| 1Y | -49.1% | -22.5% | -26.6% | -49.4% |
| All | -49.1% | -23.1% | -26.0% | -49.4% |
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