-69.7%
TTD vs DUOL
-47.0%
-22.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.6% | -0.6% |
| 7D | -7.4% | -8.6% | +1.2% | -5.0% |
| 30D | +3.0% | +7.2% | -4.2% | +0.8% |
| 3M | -27.6% | +19.1% | -46.6% | -31.9% |
| 6M | -49.5% | +52.5% | -102.0% | -56.1% |
| YTD | -63.2% | -17.3% | -45.9% | -64.1% |
| 1Y | -69.7% | -49.2% | -20.5% | -68.3% |
| All | -69.7% | -47.0% | -22.7% | -68.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling