-22.4%
TYL vs DUOL
+4.3%
-26.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.4% | -2.7% |
| 7D | +6.7% | +21.9% | -15.2% | +2.3% |
| 30D | +26.5% | +5.7% | +20.8% | +24.4% |
| 3M | +37.3% | +30.9% | +6.4% | +29.4% |
| 6M | +31.2% | +52.8% | -21.6% | +19.9% |
| YTD | -7.4% | -8.6% | +1.2% | -8.3% |
| 1Y | -9.6% | -17.2% | +7.6% | -9.2% |
| 3Y | +1.9% | +2.0% | -0.1% | -9.7% |
| All | -22.4% | +4.3% | -26.6% | -39.7% |
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