First, because there are not preservatives or dough conditioners added to the dough, it is natural and expected for the donuts to become dense and tough the longer they sit.  If the donuts are tough from the get go, look into your proofing time or the amount of flour you used. If there is too much flour added your donuts will be tough.  The dough also may need to proof a bit longer or your oil may not be hot enough. Experiment with these changes and give it another try.