+0.3%
AXP vs TDY
+9.2%
-8.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -2.5% | -1.8% | -0.6% | -2.0% |
| 30D | -5.0% | -13.8% | +8.7% | -1.0% |
| 3M | +1.4% | -3.9% | +5.2% | +2.1% |
| 6M | +6.0% | -9.0% | +15.0% | +8.5% |
| YTD | -12.3% | +16.5% | -28.9% | -19.0% |
| 1Y | +0.3% | +9.3% | -9.0% | -5.6% |
| All | +0.3% | +9.2% | -8.9% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling