+125.4%
TD vs DUOL
-15.6%
+141.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.4% | +0.6% |
| 7D | -2.6% | -8.6% | +6.0% | -2.2% |
| 30D | -1.0% | +7.2% | -8.2% | -1.4% |
| 3M | +5.6% | +19.1% | -13.4% | +4.4% |
| 6M | +27.1% | +52.5% | -25.4% | +23.7% |
| YTD | +29.4% | -17.3% | +46.7% | +29.9% |
| 1Y | +60.7% | -49.2% | +109.9% | +64.9% |
| 3Y | +127.6% | -7.3% | +134.9% | +120.5% |
| 5Y | +125.4% | -16.3% | +141.7% | +109.9% |
| All | +125.4% | -15.6% | +141.0% | +109.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling