-24.0%
DUOL vs TMF
-29.8%
+5.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +14.0% | +0.6% | +13.4% | +14.0% |
| 30D | +2.9% | +16.3% | -13.4% | +2.8% |
| 3M | +17.8% | -2.7% | +20.5% | +17.7% |
| 6M | +42.8% | -13.2% | +56.0% | +42.4% |
| YTD | -12.1% | -16.7% | +4.6% | -12.4% |
| 1Y | -23.3% | -22.7% | -0.6% | -23.7% |
| 3Y | -24.0% | -26.1% | +2.1% | -29.4% |
| All | -24.0% | -29.8% | +5.8% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling