-17.1%
TSLQ vs DUOL
+38.1%
-55.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.0% | +0.1% |
| 7D | -8.0% | -11.8% | +3.8% | -8.2% |
| 30D | -23.8% | +1.5% | -25.3% | -23.5% |
| 3M | -7.0% | +18.1% | -25.2% | -5.4% |
| 6M | -17.1% | +38.7% | -55.8% | -3.3% |
| All | -17.1% | +38.1% | -55.2% | -3.3% |
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 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