-64.9%
TXG vs DUOL
+3.5%
-68.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.2% | +9.9% | +6.4% |
| 7D | +9.4% | -7.8% | +17.2% | +12.2% |
| 30D | +26.1% | +11.8% | +14.2% | +20.7% |
| 3M | +124.8% | +24.1% | +100.7% | +104.7% |
| 6M | +215.2% | +43.6% | +171.6% | +168.0% |
| YTD | +302.2% | -16.6% | +318.8% | +310.2% |
| 1Y | +370.9% | -46.0% | +417.0% | +444.1% |
| 3Y | +38.5% | -6.5% | +45.0% | +8.5% |
| 5Y | -64.4% | -7.4% | -56.9% | -78.4% |
| All | -64.9% | +3.5% | -68.4% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling