+23.1%
DUOL vs TXT
+22.5%
+0.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.3% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +18.3% | +13.3% | +5.0% | +11.3% |
| 3M | +14.7% | -5.0% | +19.7% | +16.4% |
| 6M | +57.5% | -8.4% | +65.9% | +60.6% |
| YTD | -5.8% | -4.0% | -1.8% | -7.8% |
| 1Y | -11.4% | +2.8% | -14.2% | -16.7% |
| 3Y | -22.5% | +10.3% | -32.8% | -32.7% |
| 5Y | +6.6% | +9.2% | -2.5% | -15.1% |
| All | +23.1% | +22.5% | +0.6% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling