-97.2%
TSLQ vs DUOL
+55.1%
-152.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.2% | -2.7% | -9.9% |
| 7D | -8.6% | -7.8% | -0.8% | -11.3% |
| 30D | -24.9% | +11.8% | -36.7% | -21.2% |
| 3M | -1.5% | +24.1% | -25.6% | +7.7% |
| 6M | -18.1% | +43.6% | -61.7% | -2.9% |
| YTD | -0.1% | -16.6% | +16.5% | -4.4% |
| 1Y | -51.4% | -46.0% | -5.3% | -60.3% |
| 3Y | -95.9% | -6.5% | -89.5% | -94.8% |
| All | -97.2% | +55.1% | -152.3% | -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 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