+303.5%
TSM vs DUOL
+2.7%
+300.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -5.9% | -2.3% |
| 7D | +2.6% | -8.6% | +11.2% | +3.9% |
| 30D | +1.4% | +7.2% | -5.8% | 0.0% |
| 3M | +5.0% | +19.1% | -14.1% | +1.0% |
| 6M | +24.0% | +52.5% | -28.6% | +13.8% |
| YTD | +41.6% | -17.3% | +58.9% | +42.9% |
| 1Y | +66.2% | -49.2% | +115.4% | +79.8% |
| 3Y | +398.2% | -7.3% | +405.5% | +374.0% |
| 5Y | +277.6% | -16.3% | +293.9% | +226.5% |
| All | +303.5% | +2.7% | +300.9% | +243.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling