-81.7%
TTD vs DUOL
+16.9%
-98.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.7% | -0.5% |
| 7D | +21.3% | +3.0% | +18.2% | +19.6% |
| 30D | +28.7% | +18.3% | +10.4% | +19.0% |
| 3M | +7.7% | +14.7% | -7.0% | -0.1% |
| 6M | -23.5% | +57.5% | -80.9% | -38.4% |
| YTD | -58.7% | -5.8% | -52.9% | -59.9% |
| 1Y | -63.4% | -11.4% | -52.0% | -63.8% |
| 3Y | -75.3% | -22.5% | -52.8% | -77.8% |
| 5Y | -84.4% | +6.6% | -91.0% | -90.8% |
| All | -81.7% | +16.9% | -98.6% | -89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling