+1.8%
TYL vs DUOL
-20.2%
+22.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.7% |
| 7D | +0.8% | +3.0% | -2.2% | +0.3% |
| 30D | +21.1% | +18.3% | +2.8% | +17.1% |
| 3M | +28.9% | +14.7% | +14.2% | +24.9% |
| 6M | +42.0% | +57.5% | -15.4% | +31.0% |
| YTD | -6.6% | -5.8% | -0.8% | -8.9% |
| 1Y | -9.1% | -11.4% | +2.3% | -10.9% |
| 3Y | +1.8% | -22.5% | +24.4% | +0.2% |
| All | +1.8% | -20.2% | +22.0% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling