-55.4%
TSLL vs DUOL
+61.4%
-116.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.7% | -9.1% | -10.6% |
| 7D | +1.9% | +5.1% | -3.2% | -0.5% |
| 30D | +17.8% | +14.1% | +3.6% | +10.0% |
| 3M | -37.0% | +41.5% | -78.5% | -48.5% |
| 6M | -37.7% | +60.6% | -98.3% | -53.4% |
| YTD | -51.4% | -12.0% | -39.4% | -51.3% |
| 1Y | -23.4% | -43.4% | +20.0% | -8.5% |
| 3Y | -30.8% | +3.7% | -34.5% | -43.9% |
| All | -55.4% | +61.4% | -116.8% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling