+14.9%
DUOL vs TMF
-88.0%
+102.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | +17.8% | -2.7% | +20.5% | +17.9% |
| 6M | +42.8% | -13.2% | +56.0% | +43.3% |
| YTD | -12.1% | -16.7% | +4.6% | -11.8% |
| 1Y | -23.3% | -22.7% | -0.6% | -22.9% |
| 3Y | -24.0% | -26.1% | +2.1% | -24.4% |
| 5Y | +5.1% | -88.4% | +93.6% | +0.9% |
| All | +14.9% | -88.0% | +102.9% | +12.7% |
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