+65.7%
TXN vs DUOL
+1.6%
+64.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.0% | +4.8% | +3.9% |
| 7D | +4.0% | -7.0% | +10.9% | +4.6% |
| 30D | -2.9% | +6.7% | -9.6% | -3.7% |
| 3M | -9.1% | +16.0% | -25.1% | -11.0% |
| 6M | +36.6% | +45.4% | -8.8% | +30.0% |
| YTD | +57.5% | -18.1% | +75.6% | +58.9% |
| 1Y | +49.5% | -53.6% | +103.1% | +60.2% |
| 3Y | +76.5% | -11.0% | +87.5% | +69.2% |
| 5Y | +62.4% | -17.1% | +79.5% | +44.9% |
| All | +65.7% | +1.6% | +64.1% | +47.4% |
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