+694.0%
TSEM vs DUOL
+1.6%
+692.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.7% |
| 7D | -4.9% | -7.0% | +2.1% | -4.3% |
| 30D | -18.7% | +6.7% | -25.5% | -19.5% |
| 3M | -18.1% | +16.0% | -34.1% | -20.1% |
| 6M | +77.1% | +45.4% | +31.7% | +67.4% |
| YTD | +80.1% | -18.1% | +98.3% | +81.4% |
| 1Y | +220.4% | -53.6% | +273.9% | +243.0% |
| 3Y | +650.1% | -11.0% | +661.0% | +636.5% |
| 5Y | +628.9% | -17.1% | +646.0% | +580.9% |
| All | +694.0% | +1.6% | +692.4% | +639.6% |
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