+108.8%
TDG vs DUOL
-1.5%
+110.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.2% |
| 7D | -2.4% | -11.8% | +9.4% | -1.2% |
| 30D | -8.0% | +1.5% | -9.5% | -8.3% |
| 3M | -10.5% | +18.1% | -28.6% | -12.5% |
| 6M | -11.9% | +38.7% | -50.6% | -15.8% |
| YTD | -15.4% | -20.7% | +5.3% | -14.3% |
| 1Y | -14.2% | -49.1% | +34.9% | -9.6% |
| 3Y | +51.0% | -11.0% | +62.1% | +44.3% |
| 5Y | +126.5% | -18.0% | +144.4% | +96.7% |
| All | +108.8% | -1.5% | +110.4% | +80.8% |
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