+38.3%
TXG vs DUOL
-8.7%
+47.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.6% | -2.2% |
| 7D | +5.0% | -8.6% | +13.6% | +6.7% |
| 30D | +13.5% | +7.2% | +6.3% | +11.4% |
| 3M | +128.0% | +19.1% | +109.0% | +117.6% |
| 6M | +224.4% | +52.5% | +171.9% | +190.6% |
| YTD | +307.0% | -17.3% | +324.3% | +315.4% |
| 1Y | +427.2% | -49.2% | +476.5% | +490.9% |
| All | +38.3% | -8.7% | +47.0% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling