-80.9%
TTD vs DUOL
-11.2%
-69.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | +0.9% |
| 7D | -4.6% | -11.8% | +7.2% | +0.2% |
| 30D | +3.7% | +1.5% | +2.2% | +2.7% |
| 3M | -30.2% | +18.1% | -48.4% | -36.0% |
| 6M | -51.4% | +38.7% | -90.1% | -58.5% |
| YTD | -63.4% | -20.7% | -42.8% | -61.3% |
| 1Y | -73.5% | -49.1% | -24.4% | -67.8% |
| 3Y | -83.5% | -11.0% | -72.4% | -86.6% |
| 5Y | -80.9% | -18.0% | -63.0% | -87.6% |
| All | -80.9% | -11.2% | -69.8% | -87.6% |
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