+120.2%
AXP vs TDY
+69.0%
+51.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -0.7% |
| 7D | -1.1% | -2.5% | +1.4% | -0.2% |
| 30D | +5.2% | +4.8% | +0.4% | +2.7% |
| 3M | -4.6% | -6.9% | +2.4% | -1.8% |
| 6M | +3.2% | +3.5% | -0.3% | +0.5% |
| YTD | -11.3% | +26.0% | -37.3% | -23.2% |
| 1Y | -11.0% | +25.4% | -36.4% | -22.7% |
| 3Y | +120.2% | +70.9% | +49.3% | +64.4% |
| All | +120.2% | +69.0% | +51.2% | +64.4% |
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 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