-29.8%
TYL vs DUOL
+3.5%
-33.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.2% | +0.8% | -3.5% |
| 7D | -7.6% | -7.8% | +0.2% | -6.2% |
| 30D | +11.3% | +11.8% | -0.5% | +9.1% |
| 3M | +14.5% | +24.1% | -9.6% | +10.0% |
| 6M | -7.1% | +43.6% | -50.8% | -13.2% |
| YTD | -23.4% | -16.6% | -6.8% | -22.3% |
| 1Y | -38.6% | -46.0% | +7.5% | -33.9% |
| 3Y | -11.3% | -6.5% | -4.8% | -18.7% |
| 5Y | -28.0% | -7.4% | -20.5% | -41.5% |
| All | -29.8% | +3.5% | -33.4% | -43.2% |
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