-18.4%
TSLL vs DUOL
-0.2%
-18.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.5% | +7.9% |
| 7D | -21.2% | +21.9% | -43.1% | -27.6% |
| 30D | -13.3% | +5.7% | -19.0% | -16.3% |
| 3M | +15.4% | +30.9% | -15.5% | +1.0% |
| 6M | -34.2% | +52.8% | -87.0% | -48.9% |
| YTD | -52.9% | -8.6% | -44.3% | -54.1% |
| 1Y | -54.3% | -17.2% | -37.1% | -54.0% |
| 3Y | -18.4% | +2.0% | -20.3% | -7.1% |
| All | -18.4% | -0.2% | -18.1% | -7.1% |
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 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