+304.4%
TSM vs DUOL
+9.2%
+295.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.6% | +3.2% |
| 7D | +2.7% | +5.1% | -2.4% | +1.9% |
| 30D | +3.6% | +14.1% | -10.5% | +1.2% |
| 3M | -3.4% | +41.5% | -44.9% | -9.5% |
| 6M | +20.6% | +60.6% | -40.0% | +10.0% |
| YTD | +41.9% | -12.0% | +53.9% | +42.0% |
| 1Y | +84.4% | -43.4% | +127.7% | +96.2% |
| 3Y | +380.2% | +3.7% | +376.5% | +349.9% |
| 5Y | +275.3% | -5.3% | +280.6% | +220.1% |
| All | +304.4% | +9.2% | +295.1% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling