+720.0%
AXP vs TDG
+13,257.8%
-12,537.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -2.1% | -2.0% | -0.1% | -1.0% |
| 30D | -6.5% | -7.4% | +0.8% | -2.6% |
| 3M | +4.6% | -5.4% | +10.0% | +7.3% |
| 6M | +5.4% | -11.6% | +17.1% | +11.6% |
| YTD | -11.1% | -12.6% | +1.5% | -5.7% |
| 1Y | -0.3% | -9.3% | +9.0% | +3.2% |
| 3Y | +111.6% | +49.2% | +62.4% | +61.5% |
| 5Y | +117.6% | +132.1% | -14.6% | +28.2% |
| 10Y | +474.1% | +544.8% | -70.7% | +80.4% |
| All | +720.0% | +13,257.8% | -12,537.8% | -53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling