+7.1%
TLN vs DUOL
+57.4%
-50.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.0% | -7.8% | -1.3% |
| 7D | +11.0% | +3.0% | +8.0% | +12.2% |
| 30D | +4.9% | +18.3% | -13.4% | +12.4% |
| 3M | +4.9% | +14.7% | -9.8% | +12.9% |
| 6M | +7.1% | +57.5% | -50.4% | +35.1% |
| All | +7.1% | +57.4% | -50.3% | +35.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling