+310.4%
TSM vs DUOL
-1.5%
+312.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.1% |
| 7D | +4.8% | -11.8% | +16.6% | +6.6% |
| 30D | +4.0% | +1.5% | +2.5% | +3.4% |
| 3M | +2.0% | +18.1% | -16.2% | -1.9% |
| 6M | +25.5% | +38.7% | -13.2% | +17.0% |
| YTD | +44.0% | -20.7% | +64.7% | +46.2% |
| 1Y | +75.4% | -49.1% | +124.5% | +89.5% |
| 3Y | +406.7% | -11.0% | +417.8% | +385.1% |
| 5Y | +285.0% | -18.0% | +303.0% | +234.3% |
| All | +310.4% | -1.5% | +312.0% | +251.4% |
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 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