+117.0%
AXP vs TDG
+58.7%
+58.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | +0.6% | +4.4% | -3.8% | -1.2% |
| 30D | +5.8% | +9.2% | -3.4% | +2.1% |
| 3M | -6.0% | -5.2% | -0.9% | -4.1% |
| 6M | +0.3% | -2.9% | +3.2% | +1.0% |
| YTD | -12.3% | -10.0% | -2.3% | -9.4% |
| 1Y | -11.2% | -5.9% | -5.4% | -10.3% |
| 3Y | +117.0% | +57.6% | +59.5% | +104.5% |
| All | +117.0% | +58.7% | +58.4% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling