+221.1%
TPR vs DUOL
-1.5%
+222.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.7% |
| 7D | -7.3% | -11.8% | +4.5% | -5.8% |
| 30D | -30.7% | +1.5% | -32.2% | -31.1% |
| 3M | -21.6% | +18.1% | -39.8% | -24.0% |
| 6M | -21.3% | +38.7% | -60.0% | -26.1% |
| YTD | -10.2% | -20.7% | +10.5% | -8.7% |
| 1Y | +9.5% | -49.1% | +58.6% | +18.2% |
| 3Y | +280.8% | -11.0% | +291.8% | +261.3% |
| 5Y | +218.7% | -18.0% | +236.7% | +174.5% |
| All | +221.1% | -1.5% | +222.6% | +177.2% |
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