-9.5%
DUOL vs TW
+19.5%
-29.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -7.0% | -4.5% | -2.5% | -4.7% |
| 30D | +6.7% | -2.3% | +9.0% | +7.9% |
| 3M | +16.0% | +2.6% | +13.4% | +14.0% |
| 6M | +45.4% | -17.5% | +63.0% | +59.2% |
| YTD | -18.1% | -5.3% | -12.8% | -17.2% |
| 1Y | -53.6% | -14.8% | -38.8% | -50.3% |
| 3Y | -11.0% | +18.8% | -29.8% | -24.5% |
| All | -9.5% | +19.5% | -29.0% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 5y: compounded portfolio wealth divided by compounded TW 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…
5y analysis · Full analysis span regression · 6 months rolling