+440.3%
AXP vs TD
+311.5%
+128.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | -0.4% |
| 7D | -1.1% | -0.6% | -0.5% | -0.6% |
| 30D | +5.2% | +7.9% | -2.7% | -2.1% |
| 3M | -4.6% | +3.1% | -7.7% | -7.7% |
| 6M | +3.2% | +17.2% | -14.0% | -11.9% |
| YTD | -11.3% | +34.7% | -46.1% | -33.8% |
| 1Y | -11.0% | +56.9% | -67.9% | -42.6% |
| 3Y | +120.2% | +134.7% | -14.6% | -6.1% |
| 5Y | +91.7% | +104.8% | -13.1% | -6.9% |
| 10Y | +440.3% | +305.8% | +134.5% | +33.9% |
| All | +440.3% | +311.5% | +128.9% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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