+161.7%
TTMI vs DUOL
-51.5%
+213.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.2% |
| 7D | +0.7% | -7.0% | +7.6% | -0.1% |
| 30D | -8.4% | +6.7% | -15.2% | -7.6% |
| 3M | -32.5% | +16.0% | -48.5% | -31.8% |
| 6M | +32.5% | +45.4% | -12.9% | +30.3% |
| YTD | +83.2% | -18.1% | +101.4% | +93.8% |
| 1Y | +161.7% | -53.6% | +215.2% | +197.0% |
| All | +161.7% | -51.5% | +213.2% | +197.0% |
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 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