+94.2%
TT vs DUOL
-24.0%
+118.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | 0.0% |
| 7D | +8.1% | +0.3% | +7.8% | +8.0% |
| 30D | -11.3% | +12.4% | -23.7% | -11.9% |
| 3M | -11.2% | +16.9% | -28.1% | -12.3% |
| 6M | -8.9% | +48.5% | -57.4% | -12.1% |
| YTD | +9.7% | -10.3% | +20.0% | +11.0% |
| 1Y | +1.3% | -15.6% | +16.9% | +3.0% |
| All | +94.2% | -24.0% | +118.2% | +92.8% |
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 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