+8.1%
DUOL vs TXT
+15.9%
-7.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.1% | +4.6% |
| 7D | -8.6% | -0.2% | -8.4% | -8.6% |
| 30D | +7.2% | -10.2% | +17.4% | +12.3% |
| 3M | +19.1% | -13.3% | +32.3% | +25.7% |
| 6M | +52.5% | -14.4% | +66.9% | +60.5% |
| YTD | -17.3% | -9.1% | -8.2% | -16.5% |
| 1Y | -49.2% | -2.2% | -47.1% | -51.0% |
| 3Y | -7.3% | +5.1% | -12.3% | -17.7% |
| 5Y | -16.3% | +12.8% | -29.1% | -28.2% |
| All | +8.1% | +15.9% | -7.8% | -7.0% |
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