+15.0%
DUOL vs TMF
-87.8%
+102.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | +5.1% | -1.4% | +6.5% | +5.1% |
| 30D | +14.1% | -2.8% | +17.0% | +14.2% |
| 3M | +41.5% | -10.9% | +52.4% | +41.9% |
| 6M | +60.6% | -21.3% | +81.9% | +61.5% |
| YTD | -12.0% | -15.9% | +3.9% | -11.7% |
| 1Y | -43.4% | -15.7% | -27.6% | -43.2% |
| 3Y | +3.7% | -43.4% | +47.1% | +4.4% |
| 5Y | -5.3% | -87.8% | +82.5% | -7.8% |
| All | +15.0% | -87.8% | +102.9% | +12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling