+121.5%
TD vs DUOL
+1.6%
+119.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -0.5% | -7.0% | +6.4% | -0.2% |
| 30D | -1.9% | +6.7% | -8.6% | -2.3% |
| 3M | +4.8% | +16.0% | -11.3% | +3.7% |
| 6M | +28.0% | +45.4% | -17.4% | +24.9% |
| YTD | +30.3% | -18.1% | +48.4% | +30.8% |
| 1Y | +59.8% | -53.6% | +113.3% | +64.7% |
| 3Y | +124.7% | -11.0% | +135.7% | +118.3% |
| 5Y | +127.0% | -17.1% | +144.1% | +111.2% |
| All | +121.5% | +1.6% | +119.9% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 10y: compounded portfolio wealth divided by compounded DUOL 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…
10y analysis · Full analysis span regression · 6 months rolling