+116.7%
AXP vs TD
+133.6%
-16.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -0.6% | -0.7% | +0.1% | -0.2% |
| 30D | +5.0% | +7.6% | -2.7% | +0.5% |
| 3M | -4.2% | +3.0% | -7.3% | -6.1% |
| 6M | +2.9% | +16.8% | -13.9% | -6.8% |
| YTD | -11.6% | +34.3% | -45.9% | -26.4% |
| 1Y | -11.1% | +56.0% | -67.1% | -32.1% |
| 3Y | +116.7% | +132.4% | -15.6% | +31.5% |
| All | +116.7% | +133.6% | -16.8% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling