-23.0%
TNA vs DUOL
-17.6%
-5.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.3% |
| 3M | -4.6% | +16.0% | -20.6% | -12.7% |
| 6M | +36.9% | +45.4% | -8.5% | +11.8% |
| YTD | +42.5% | -18.1% | +60.7% | +45.5% |
| 1Y | +45.8% | -53.6% | +99.3% | +85.2% |
| 3Y | +104.7% | -11.0% | +115.6% | +76.4% |
| All | -23.0% | -17.6% | -5.4% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling