+122.7%
TT vs DUOL
-5.7%
+128.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.1% |
| 7D | +1.6% | -7.8% | +9.4% | +2.1% |
| 30D | -7.3% | +11.8% | -19.1% | -8.2% |
| 3M | -2.6% | +24.1% | -26.7% | -4.7% |
| 6M | +5.9% | +43.6% | -37.7% | +1.8% |
| YTD | +15.4% | -16.6% | +32.0% | +17.2% |
| 1Y | +8.2% | -46.0% | +54.3% | +14.7% |
| 3Y | +122.7% | -6.5% | +129.1% | +105.9% |
| All | +122.7% | -5.7% | +128.4% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling