-43.4%
DUOL vs TXT
-1.0%
-42.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.8% |
| 7D | +5.1% | -4.8% | +9.9% | +4.7% |
| 30D | +14.1% | -10.6% | +24.8% | +13.4% |
| 3M | +41.5% | -13.2% | +54.7% | +40.4% |
| 6M | +60.6% | -20.3% | +81.0% | +62.8% |
| YTD | -12.0% | -9.3% | -2.7% | -15.9% |
| 1Y | -43.4% | -2.7% | -40.7% | -47.3% |
| All | -43.4% | -1.0% | -42.4% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling