-38.5%
DUOL vs TXT
+9.2%
-47.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.0% | -1.3% | +27.2% | +25.8% |
| 7D | +19.3% | +10.6% | +8.6% | +20.9% |
| 30D | +9.6% | +14.4% | -4.8% | +11.8% |
| 3M | +17.1% | -2.7% | +19.8% | +16.5% |
| 6M | +46.3% | -4.7% | +51.0% | +45.3% |
| YTD | -8.1% | -0.5% | -7.6% | -13.3% |
| 1Y | -38.5% | +8.7% | -47.2% | -49.4% |
| All | -38.5% | +9.2% | -47.6% | -49.4% |
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