-11.9%
TDG vs DUOL
+38.1%
-50.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.8% |
| 7D | -2.4% | -11.8% | +9.4% | -2.8% |
| 30D | -8.0% | +1.5% | -9.5% | -7.9% |
| 3M | -10.5% | +18.1% | -28.6% | -9.4% |
| 6M | -11.9% | +38.7% | -50.6% | -9.3% |
| All | -11.9% | +38.1% | -50.0% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling