+59.7%
TEM vs DUOL
-26.4%
+86.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | +1.9% |
| 7D | +3.2% | -7.8% | +11.0% | +7.1% |
| 30D | +23.5% | +11.8% | +11.7% | +16.3% |
| 3M | +32.3% | +24.1% | +8.2% | +16.0% |
| 6M | +23.0% | +43.6% | -20.6% | -1.0% |
| YTD | +8.9% | -16.6% | +25.5% | +13.2% |
| 1Y | -19.9% | -46.0% | +26.2% | +1.9% |
| All | +59.7% | -26.4% | +86.2% | +54.6% |
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