+61.3%
TXN vs DUOL
-1.5%
+62.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +5.9% | +1.4% |
| 7D | +2.7% | -11.8% | +14.5% | +3.7% |
| 30D | -6.7% | +1.5% | -8.2% | -7.1% |
| 3M | -8.9% | +18.1% | -27.0% | -11.0% |
| 6M | +34.7% | +38.7% | -4.0% | +28.7% |
| YTD | +53.3% | -20.7% | +74.0% | +55.2% |
| 1Y | +45.0% | -49.1% | +94.1% | +53.5% |
| 3Y | +73.1% | -11.0% | +84.1% | +65.8% |
| 5Y | +59.9% | -18.0% | +77.9% | +43.0% |
| All | +61.3% | -1.5% | +62.8% | +43.9% |
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