-63.3%
TXG vs DUOL
+1.6%
-64.9%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.3% | +3.7% |
| 7D | +9.5% | -7.0% | +16.5% | +11.8% |
| 30D | +18.8% | +6.7% | +12.0% | +15.2% |
| 3M | +136.1% | +16.0% | +120.1% | +119.8% |
| 6M | +235.2% | +45.4% | +189.8% | +183.4% |
| YTD | +320.5% | -18.1% | +338.7% | +330.9% |
| 1Y | +425.2% | -53.6% | +478.7% | +542.4% |
| 3Y | +42.9% | -11.0% | +53.9% | +14.1% |
| 5Y | -62.8% | -17.1% | -45.7% | -76.8% |
| All | -63.3% | +1.6% | -64.9% | -79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling