+36.0%
TSM vs DUOL
-38.2%
+74.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +26.0% | -28.2% | -1.2% |
| 7D | -10.0% | +19.3% | -29.2% | -9.2% |
| 30D | -18.5% | +9.6% | -28.2% | -18.0% |
| 3M | -4.9% | +17.1% | -22.0% | -4.0% |
| 6M | -1.0% | +46.3% | -47.3% | -1.2% |
| YTD | +31.3% | -8.1% | +39.4% | +34.8% |
| 1Y | +36.0% | -38.5% | +74.5% | +42.8% |
| All | +36.0% | -38.2% | +74.2% | +42.8% |
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 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