+115.4%
AXP vs TDY
+48.3%
+67.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.1% | -1.8% | -0.3% | -1.3% |
| 30D | -6.5% | -10.7% | +4.1% | -1.6% |
| 3M | +4.6% | -1.3% | +5.9% | +4.7% |
| 6M | +5.4% | -10.6% | +16.0% | +10.5% |
| YTD | -11.1% | +19.6% | -30.7% | -20.8% |
| 1Y | -0.3% | +11.6% | -11.9% | -8.0% |
| All | +115.4% | +48.3% | +67.1% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling