-83.1%
TTD vs DUOL
+9.2%
-92.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.6% | -3.3% |
| 7D | +6.3% | +5.1% | +1.2% | +4.2% |
| 30D | -23.9% | +14.1% | -38.0% | -28.5% |
| 3M | -31.4% | +41.5% | -72.9% | -41.4% |
| 6M | -42.7% | +60.6% | -103.3% | -53.4% |
| YTD | -62.0% | -12.0% | -50.0% | -61.4% |
| 1Y | -72.2% | -43.4% | -28.8% | -67.8% |
| 3Y | -81.9% | +3.7% | -85.7% | -86.1% |
| 5Y | -81.5% | -5.3% | -76.3% | -88.4% |
| All | -83.1% | +9.2% | -92.4% | -89.4% |
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