+407.0%
AXP vs TDG
+551.7%
-144.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.1% |
| 7D | -0.1% | +1.7% | -1.8% | -1.1% |
| 30D | +4.4% | +9.7% | -5.2% | -0.8% |
| 3M | -6.4% | -2.3% | -4.1% | -5.4% |
| 6M | +4.2% | +1.3% | +2.8% | +2.5% |
| YTD | -12.4% | -8.5% | -3.9% | -9.5% |
| 1Y | -11.1% | -8.1% | -3.0% | -8.5% |
| 3Y | +114.9% | +43.4% | +71.5% | +67.2% |
| 5Y | +87.4% | +127.8% | -40.4% | +9.8% |
| All | +407.0% | +551.7% | -144.6% | +96.0% |
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