+17.7%
TFC vs DUOL
+3.5%
+14.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.2% | +3.1% | -1.7% |
| 7D | +2.2% | -7.8% | +10.0% | +2.9% |
| 30D | -2.5% | +11.8% | -14.3% | -3.5% |
| 3M | +4.5% | +24.1% | -19.6% | +2.4% |
| 6M | +11.0% | +43.6% | -32.7% | +6.9% |
| YTD | +5.9% | -16.6% | +22.5% | +6.5% |
| 1Y | +14.6% | -46.0% | +60.6% | +18.7% |
| 3Y | +96.7% | -6.5% | +103.2% | +90.3% |
| 5Y | +15.6% | -7.4% | +23.0% | +5.6% |
| All | +17.7% | +3.5% | +14.2% | +9.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling