+133.5%
TT vs DUOL
+3.2%
+130.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.1% |
| 7D | +8.1% | +0.3% | +7.8% | +8.0% |
| 30D | -11.3% | +12.4% | -23.7% | -12.4% |
| 3M | -11.2% | +16.9% | -28.1% | -13.0% |
| 6M | -8.9% | +48.5% | -57.4% | -13.4% |
| YTD | +9.7% | -10.3% | +20.0% | +9.5% |
| 1Y | +1.3% | -15.6% | +16.9% | +1.7% |
| 3Y | +93.4% | -25.6% | +118.9% | +89.0% |
| 5Y | +133.5% | +1.5% | +132.0% | +114.1% |
| All | +133.5% | +3.2% | +130.3% | +114.1% |
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