-97.1%
TSLQ vs DUOL
+53.8%
-150.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +3.9% |
| 7D | +5.7% | -8.6% | +14.3% | +2.2% |
| 30D | -21.1% | +7.2% | -28.3% | -18.6% |
| 3M | -11.5% | +19.1% | -30.6% | -4.7% |
| 6M | -14.9% | +52.5% | -67.4% | +3.5% |
| YTD | +2.4% | -17.3% | +19.7% | -2.3% |
| 1Y | -49.8% | -49.2% | -0.5% | -60.2% |
| 3Y | -95.8% | -7.3% | -88.6% | -94.7% |
| All | -97.1% | +53.8% | -150.9% | -95.3% |
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