-21.8%
TNA vs DUOL
+1.6%
-23.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -7.3% | -7.0% | -0.3% | -4.8% |
| 30D | -14.2% | +6.7% | -20.9% | -17.2% |
| 3M | -4.6% | +16.0% | -20.6% | -12.5% |
| 6M | +36.9% | +45.4% | -8.5% | +12.4% |
| YTD | +42.5% | -18.1% | +60.7% | +45.5% |
| 1Y | +45.8% | -53.6% | +99.3% | +84.1% |
| 3Y | +104.7% | -11.0% | +115.6% | +78.6% |
| 5Y | -21.7% | -17.1% | -4.6% | -46.5% |
| All | -21.8% | +1.6% | -23.4% | -47.6% |
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