+802.2%
TTMI vs DUOL
-15.6%
+817.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.3% | -5.8% | -1.9% |
| 7D | +6.0% | -8.6% | +14.6% | +6.7% |
| 30D | -6.4% | +7.2% | -13.6% | -7.3% |
| 3M | -28.9% | +19.1% | -48.0% | -30.9% |
| 6M | +26.9% | +52.5% | -25.6% | +19.0% |
| YTD | +77.3% | -17.3% | +94.6% | +78.3% |
| 1Y | +147.5% | -49.2% | +196.7% | +162.1% |
| 3Y | +847.6% | -7.3% | +854.9% | +818.4% |
| 5Y | +802.2% | -16.3% | +818.5% | +693.4% |
| All | +802.2% | -15.6% | +817.8% | +693.4% |
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 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