+3,686.6%
AXP vs TD
+8,030.9%
-4,344.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | +0.8% |
| 7D | +0.4% | -3.2% | +3.6% | +2.9% |
| 30D | +7.0% | +4.9% | +2.2% | +3.0% |
| 3M | -6.6% | +2.3% | -8.9% | -8.6% |
| 6M | +3.5% | +17.8% | -14.3% | -9.4% |
| YTD | -11.2% | +33.5% | -44.7% | -29.5% |
| 1Y | -10.2% | +55.9% | -66.1% | -36.8% |
| 3Y | +120.0% | +131.5% | -11.5% | +11.9% |
| 5Y | +95.6% | +103.3% | -7.8% | +10.1% |
| 10Y | +468.1% | +308.6% | +159.6% | +93.3% |
| All | +3,686.6% | +8,030.9% | -4,344.3% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling