+93.0%
TFC vs DUOL
-12.4%
+105.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.4% |
| 7D | -1.3% | -11.8% | +10.5% | -0.4% |
| 30D | -2.3% | +1.5% | -3.8% | -2.6% |
| 3M | +2.5% | +18.1% | -15.7% | +0.7% |
| 6M | +9.5% | +38.7% | -29.2% | +5.8% |
| YTD | +5.1% | -20.7% | +25.7% | +6.3% |
| 1Y | +15.5% | -49.1% | +64.6% | +20.6% |
| All | +93.0% | -12.4% | +105.4% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling