+407.0%
AXP vs TDY
+434.3%
-27.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.2% |
| 7D | -0.1% | +4.1% | -4.2% | -2.6% |
| 30D | +4.4% | +5.7% | -1.3% | +0.2% |
| 3M | -6.4% | -4.4% | -2.0% | -4.5% |
| 6M | +4.2% | +1.2% | +2.9% | +1.7% |
| YTD | -12.4% | +26.0% | -38.4% | -27.0% |
| 1Y | -11.1% | +27.4% | -38.5% | -26.5% |
| 3Y | +114.9% | +67.5% | +47.3% | +45.0% |
| 5Y | +87.4% | +44.9% | +42.6% | +37.5% |
| All | +407.0% | +434.3% | -27.3% | +101.7% |
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