+80.5%
TSEM vs DUOL
-38.2%
+118.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +26.0% | -34.7% | -4.3% |
| 7D | -23.1% | +19.3% | -42.4% | -19.9% |
| 30D | -40.4% | +9.6% | -50.0% | -38.5% |
| 3M | -37.9% | +17.1% | -55.0% | -35.2% |
| 6M | -30.8% | +46.3% | -77.1% | -27.0% |
| YTD | +26.7% | -8.1% | +34.8% | +38.2% |
| 1Y | +80.5% | -38.5% | +118.9% | +107.0% |
| All | +80.5% | -38.2% | +118.7% | +107.0% |
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 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