+407.0%
AXP vs TD
+300.0%
+107.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | +1.1% | -1.2% | -1.1% |
| 30D | +4.4% | +5.2% | -0.8% | -0.4% |
| 3M | -6.4% | +1.2% | -7.6% | -7.9% |
| 6M | +4.2% | +17.7% | -13.6% | -11.5% |
| YTD | -12.4% | +34.2% | -46.6% | -34.3% |
| 1Y | -11.1% | +55.4% | -66.5% | -42.1% |
| 3Y | +114.9% | +130.4% | -15.5% | -6.6% |
| 5Y | +87.4% | +101.8% | -14.4% | -7.6% |
| All | +407.0% | +300.0% | +107.0% | +31.5% |
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