+111.6%
TDG vs DUOL
+1.6%
+109.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -1.9% | -7.0% | +5.1% | -1.2% |
| 30D | -7.7% | +6.7% | -14.4% | -8.5% |
| 3M | -9.3% | +16.0% | -25.3% | -11.2% |
| 6M | -9.4% | +45.4% | -54.8% | -13.8% |
| YTD | -14.3% | -18.1% | +3.9% | -13.4% |
| 1Y | -11.8% | -53.6% | +41.7% | -6.0% |
| 3Y | +52.0% | -11.0% | +62.9% | +45.2% |
| 5Y | +128.8% | -17.1% | +146.0% | +98.2% |
| All | +111.6% | +1.6% | +109.9% | +82.5% |
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