+57.5%
DUOL vs TXT
-7.7%
+65.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +4.8% |
| 7D | +3.0% | +0.1% | +2.9% | +3.2% |
| 30D | +18.3% | +13.3% | +5.0% | +23.9% |
| 3M | +14.7% | -5.0% | +19.7% | +11.2% |
| 6M | +57.5% | -8.4% | +65.9% | +54.4% |
| All | +57.5% | -7.7% | +65.1% | +54.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling