+15.8%
TMO vs DUOL
+2.7%
+13.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.7% |
| 7D | -2.5% | -8.6% | +6.1% | -1.9% |
| 30D | -0.3% | +7.2% | -7.5% | -0.9% |
| 3M | +25.3% | +19.1% | +6.2% | +23.3% |
| 6M | +20.9% | +52.5% | -31.7% | +16.8% |
| YTD | +4.3% | -17.3% | +21.6% | +4.7% |
| 1Y | +27.0% | -49.2% | +76.3% | +30.9% |
| 3Y | +17.5% | -7.3% | +24.8% | +11.7% |
| 5Y | +6.9% | -16.3% | +23.2% | -3.0% |
| All | +15.8% | +2.7% | +13.1% | +3.0% |
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