+136.4%
TT vs DUOL
+2.7%
+133.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.2% | -1.3% |
| 7D | -1.0% | -8.6% | +7.6% | -0.3% |
| 30D | -8.9% | +7.2% | -16.1% | -9.6% |
| 3M | -1.8% | +19.1% | -20.9% | -3.8% |
| 6M | +1.9% | +52.5% | -50.6% | -2.9% |
| YTD | +13.8% | -17.3% | +31.1% | +14.8% |
| 1Y | +6.1% | -49.2% | +55.4% | +11.7% |
| 3Y | +119.6% | -7.3% | +126.8% | +111.0% |
| 5Y | +145.9% | -16.3% | +162.1% | +118.5% |
| All | +136.4% | +2.7% | +133.8% | +111.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling