+117.0%
AXP vs TD
+129.3%
-12.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -0.9% |
| 7D | +0.6% | -1.7% | +2.3% | +1.6% |
| 30D | +5.8% | +8.2% | -2.4% | +1.0% |
| 3M | -6.0% | +1.7% | -7.7% | -7.1% |
| 6M | +0.3% | +14.2% | -13.9% | -7.9% |
| YTD | -12.3% | +32.8% | -45.0% | -26.5% |
| 1Y | -11.2% | +55.5% | -66.7% | -32.1% |
| 3Y | +117.0% | +129.6% | -12.6% | +32.1% |
| All | +117.0% | +129.3% | -12.3% | +32.1% |
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