+428.4%
AXP vs TDY
+465.6%
-37.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -0.6% | -2.6% | +2.0% | +0.6% |
| 30D | +5.0% | +5.3% | -0.3% | +1.0% |
| 3M | -4.2% | -6.4% | +2.1% | -1.0% |
| 6M | +2.9% | +4.0% | -1.0% | -1.3% |
| YTD | -11.6% | +26.5% | -38.1% | -26.5% |
| 1Y | -11.1% | +24.2% | -35.3% | -25.2% |
| 3Y | +116.7% | +68.8% | +47.9% | +45.5% |
| 5Y | +89.6% | +45.9% | +43.8% | +38.5% |
| 10Y | +428.4% | +451.1% | -22.7% | +105.9% |
| All | +428.4% | +465.6% | -37.2% | +105.9% |
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