+428.4%
AXP vs TDG
+554.4%
-126.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -0.6% | +1.4% | -2.1% | -1.4% |
| 30D | +5.0% | +10.6% | -5.6% | -0.7% |
| 3M | -4.2% | +0.2% | -4.4% | -4.5% |
| 6M | +2.9% | +0.9% | +2.1% | +1.6% |
| YTD | -11.6% | -7.8% | -3.7% | -9.1% |
| 1Y | -11.1% | -4.9% | -6.2% | -10.3% |
| 3Y | +116.7% | +44.5% | +72.3% | +68.4% |
| 5Y | +89.6% | +117.7% | -28.1% | +14.4% |
| 10Y | +428.4% | +565.8% | -137.5% | +109.1% |
| All | +428.4% | +554.4% | -126.0% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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