+361.7%
TXG vs DUOL
-43.9%
+405.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.6% |
| 7D | +1.8% | +5.1% | -3.3% | +1.1% |
| 30D | +32.0% | +14.1% | +17.9% | +29.5% |
| 3M | +87.0% | +41.5% | +45.5% | +77.8% |
| 6M | +180.1% | +60.6% | +119.5% | +159.3% |
| YTD | +284.1% | -12.0% | +296.1% | +293.2% |
| 1Y | +361.7% | -43.4% | +405.0% | +418.2% |
| All | +361.7% | -43.9% | +405.5% | +418.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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