-24.8%
TYL vs DUOL
-6.3%
-18.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.5% |
| 7D | -3.7% | +5.1% | -8.8% | -4.6% |
| 30D | +18.7% | +14.1% | +4.6% | +15.7% |
| 3M | +18.1% | +41.5% | -23.4% | +10.7% |
| 6M | -1.1% | +60.6% | -61.7% | -9.5% |
| YTD | -19.8% | -12.0% | -7.8% | -19.4% |
| 1Y | -34.3% | -43.4% | +9.0% | -29.9% |
| 3Y | -8.2% | +3.7% | -11.9% | -17.9% |
| All | -24.8% | -6.3% | -18.5% | -40.3% |
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 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