-17.8%
TSN vs DUOL
-15.6%
-2.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +1.4% |
| 7D | +1.4% | -8.6% | +10.0% | +1.4% |
| 30D | -6.2% | +7.2% | -13.3% | -6.2% |
| 3M | -5.7% | +19.1% | -24.7% | -5.8% |
| 6M | -11.4% | +52.5% | -63.9% | -11.6% |
| YTD | -8.2% | -17.3% | +9.1% | -8.0% |
| 1Y | -2.0% | -49.2% | +47.2% | -1.5% |
| 3Y | +11.9% | -7.3% | +19.1% | +10.3% |
| 5Y | -17.8% | -16.3% | -1.5% | -22.6% |
| All | -17.8% | -15.6% | -2.2% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling