+467.1%
AXP vs TDY
+455.3%
+11.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.3% |
| 7D | -2.5% | -1.8% | -0.6% | -1.3% |
| 30D | -5.0% | -13.8% | +8.7% | +4.2% |
| 3M | +1.4% | -3.9% | +5.2% | +3.3% |
| 6M | +6.0% | -9.0% | +15.0% | +11.3% |
| YTD | -12.3% | +16.5% | -28.9% | -22.5% |
| 1Y | +0.3% | +9.3% | -9.0% | -7.9% |
| 3Y | +111.7% | +45.1% | +66.6% | +58.4% |
| 5Y | +114.5% | +35.0% | +79.6% | +66.0% |
| 10Y | +467.1% | +469.0% | -1.9% | +120.4% |
| All | +467.1% | +455.3% | +11.8% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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