-12.7%
TSN vs DUOL
+1.6%
-14.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.0% |
| 7D | +3.0% | -7.0% | +10.0% | +3.1% |
| 30D | -4.2% | +6.7% | -10.9% | -4.2% |
| 3M | -3.9% | +16.0% | -19.9% | -4.0% |
| 6M | -9.8% | +45.4% | -55.2% | -10.1% |
| YTD | -7.3% | -18.1% | +10.9% | -7.1% |
| 1Y | -2.2% | -53.6% | +51.3% | -1.6% |
| 3Y | +11.9% | -11.0% | +22.8% | +10.4% |
| 5Y | -16.9% | -17.1% | +0.2% | -21.5% |
| All | -12.7% | +1.6% | -14.4% | -17.8% |
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