+578.5%
TLN vs DUOL
-20.2%
+598.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.0% | -7.8% | -3.3% |
| 7D | +11.0% | +3.0% | +8.0% | +10.6% |
| 30D | +4.9% | +18.3% | -13.4% | +2.1% |
| 3M | +4.9% | +14.7% | -9.8% | +1.9% |
| 6M | +7.1% | +57.5% | -50.4% | -3.9% |
| YTD | +0.3% | -5.8% | +6.1% | 0.0% |
| 1Y | +5.9% | -11.4% | +17.3% | +6.7% |
| 3Y | +578.5% | -22.5% | +601.0% | +599.9% |
| All | +578.5% | -20.2% | +598.6% | +599.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling