+140.8%
TT vs DUOL
+9.2%
+131.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.6% | +1.1% |
| 7D | 0.0% | +5.1% | -5.1% | -0.4% |
| 30D | -7.2% | +14.1% | -21.3% | -8.4% |
| 3M | -3.0% | +41.5% | -44.5% | -6.4% |
| 6M | +1.4% | +60.6% | -59.3% | -3.8% |
| YTD | +15.9% | -12.0% | +27.9% | +16.3% |
| 1Y | +9.4% | -43.4% | +52.8% | +14.0% |
| 3Y | +124.4% | +3.7% | +120.7% | +113.6% |
| 5Y | +138.0% | -5.3% | +143.3% | +111.3% |
| All | +140.8% | +9.2% | +131.5% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling