+836.6%
TTMI vs DUOL
+3.5%
+833.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.2% | +8.2% | +3.4% |
| 7D | +12.2% | -7.8% | +20.0% | +12.8% |
| 30D | -5.7% | +11.8% | -17.6% | -7.0% |
| 3M | -27.5% | +24.1% | -51.6% | -29.8% |
| 6M | +47.1% | +43.6% | +3.5% | +39.3% |
| YTD | +87.5% | -16.6% | +104.1% | +88.3% |
| 1Y | +175.2% | -46.0% | +221.3% | +188.9% |
| 3Y | +901.9% | -6.5% | +908.4% | +872.7% |
| 5Y | +843.5% | -7.4% | +850.9% | +731.9% |
| All | +836.6% | +3.5% | +833.1% | +728.2% |
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