+815.6%
TTMI vs DUOL
+1.6%
+814.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.4% |
| 7D | +0.7% | -7.0% | +7.6% | +1.2% |
| 30D | -8.4% | +6.7% | -15.2% | -9.3% |
| 3M | -32.5% | +16.0% | -48.5% | -34.2% |
| 6M | +32.5% | +45.4% | -12.9% | +25.2% |
| YTD | +83.2% | -18.1% | +101.4% | +84.4% |
| 1Y | +161.7% | -53.6% | +215.2% | +179.7% |
| 3Y | +890.1% | -11.0% | +901.1% | +865.2% |
| 5Y | +832.4% | -17.1% | +849.6% | +722.5% |
| All | +815.6% | +1.6% | +814.0% | +710.7% |
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