-13.7%
DUOL vs TXT
+5.5%
-19.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.0% |
| 7D | -11.8% | +0.8% | -12.6% | -12.0% |
| 30D | +1.5% | -10.4% | +11.9% | +4.5% |
| 3M | +18.1% | -14.3% | +32.5% | +22.8% |
| 6M | +38.7% | -15.1% | +53.8% | +44.0% |
| YTD | -20.7% | -8.3% | -12.3% | -20.9% |
| 1Y | -49.1% | -0.7% | -48.4% | -51.2% |
| All | -13.7% | +5.5% | -19.2% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling