+276.9%
TSM vs DUOL
+16.9%
+260.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.7% | -2.3% |
| 7D | +6.2% | +3.0% | +3.2% | +5.7% |
| 30D | -7.3% | +18.3% | -25.6% | -9.9% |
| 3M | -7.1% | +14.7% | -21.8% | -9.8% |
| 6M | +0.2% | +57.5% | -57.2% | -8.4% |
| YTD | +32.2% | -5.8% | +38.0% | +30.1% |
| 1Y | +42.8% | -11.4% | +54.2% | +41.7% |
| 3Y | +330.4% | -22.5% | +352.9% | +319.8% |
| 5Y | +263.9% | +6.6% | +257.3% | +205.4% |
| All | +276.9% | +16.9% | +260.0% | +212.8% |
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 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