-97.2%
TSLQ vs DUOL
+52.2%
-149.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.4% |
| 7D | -6.6% | -7.0% | +0.4% | -9.2% |
| 30D | -24.3% | +6.7% | -31.0% | -22.0% |
| 3M | -3.6% | +16.0% | -19.6% | +2.7% |
| 6M | -12.0% | +45.4% | -57.4% | +4.9% |
| YTD | +1.4% | -18.1% | +19.5% | -3.6% |
| 1Y | -43.6% | -53.6% | +10.0% | -57.3% |
| 3Y | -95.4% | -11.0% | -84.4% | -94.3% |
| All | -97.2% | +52.2% | -149.4% | -95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling