+570.0%
TLN vs DUOL
-6.4%
+576.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -3.1% |
| 7D | +2.0% | -8.6% | +10.6% | +3.2% |
| 30D | -12.9% | +7.2% | -20.1% | -14.2% |
| 3M | -7.4% | +19.1% | -26.5% | -11.1% |
| 6M | -6.0% | +52.5% | -58.6% | -14.8% |
| YTD | -16.9% | -17.3% | +0.4% | -15.6% |
| 1Y | -22.6% | -49.2% | +26.6% | -14.9% |
| 3Y | +469.0% | -7.3% | +476.3% | +499.2% |
| All | +570.0% | -6.4% | +576.3% | +606.1% |
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