+587.5%
TLN vs DUOL
-10.2%
+597.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.2% |
| 7D | +5.8% | -11.8% | +17.6% | +7.6% |
| 30D | -6.9% | +1.5% | -8.3% | -7.5% |
| 3M | -10.9% | +18.1% | -29.0% | -14.5% |
| 6M | -4.6% | +38.7% | -43.3% | -12.0% |
| YTD | -14.7% | -20.7% | +5.9% | -12.9% |
| 1Y | -17.9% | -49.1% | +31.2% | -10.0% |
| 3Y | +483.9% | -11.0% | +494.9% | +518.6% |
| All | +587.5% | -10.2% | +597.6% | +628.9% |
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 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