+99.7%
TXN vs DUOL
-38.2%
+137.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +26.0% | -26.3% | +2.3% |
| 7D | +1.0% | +19.3% | -18.2% | +3.0% |
| 30D | +6.1% | +9.6% | -3.5% | +7.4% |
| 3M | +10.4% | +17.1% | -6.7% | +12.8% |
| 6M | +12.6% | +46.3% | -33.7% | +17.3% |
| YTD | +83.5% | -8.1% | +91.6% | +95.3% |
| 1Y | +99.7% | -38.5% | +138.2% | +120.8% |
| All | +99.7% | -38.2% | +137.9% | +120.8% |
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