+17.6%
TFC vs DUOL
+16.9%
+0.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.0% | -3.8% | +0.8% |
| 7D | +2.3% | +3.0% | -0.8% | +2.0% |
| 30D | +10.8% | +18.3% | -7.5% | +9.0% |
| 3M | -3.8% | +14.7% | -18.5% | -5.3% |
| 6M | +9.6% | +57.5% | -47.9% | +4.7% |
| YTD | +5.8% | -5.8% | +11.6% | +5.0% |
| 1Y | +16.2% | -11.4% | +27.6% | +15.7% |
| 3Y | +96.0% | -22.5% | +118.5% | +92.5% |
| 5Y | +1.7% | +6.6% | -4.9% | -8.6% |
| All | +17.6% | +16.9% | +0.7% | +8.3% |
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 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