+25.8%
TMO vs DUOL
-43.9%
+69.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.6% |
| 7D | -1.4% | +5.1% | -6.4% | -1.6% |
| 30D | +6.2% | +14.1% | -7.9% | +5.4% |
| 3M | +27.5% | +41.5% | -14.1% | +24.8% |
| 6M | +20.0% | +60.6% | -40.7% | +16.9% |
| YTD | +6.1% | -12.0% | +18.1% | +4.5% |
| 1Y | +25.8% | -43.4% | +69.2% | +25.9% |
| All | +25.8% | -43.9% | +69.7% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling