+118.2%
TD vs DUOL
-1.5%
+119.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.7% | -0.9% |
| 7D | -1.9% | -11.8% | +9.9% | -1.3% |
| 30D | -1.6% | +1.5% | -3.1% | -1.8% |
| 3M | +4.6% | +18.1% | -13.5% | +3.4% |
| 6M | +26.8% | +38.7% | -11.8% | +24.0% |
| YTD | +28.3% | -20.7% | +49.0% | +29.1% |
| 1Y | +60.4% | -49.1% | +109.5% | +64.5% |
| 3Y | +125.7% | -11.0% | +136.8% | +119.2% |
| 5Y | +122.4% | -18.0% | +140.3% | +107.0% |
| All | +118.2% | -1.5% | +119.7% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling