+118.0%
AXP vs TDY
+36.7%
+81.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | +0.6% | -0.9% | +1.5% | +1.1% |
| 30D | -4.3% | -12.5% | +8.1% | +2.9% |
| 3M | +4.7% | -1.2% | +5.9% | +4.8% |
| 6M | +9.0% | -6.6% | +15.6% | +12.1% |
| YTD | -11.1% | +18.5% | -29.6% | -21.5% |
| 1Y | +1.3% | +10.8% | -9.5% | -7.1% |
| 3Y | +114.5% | +47.5% | +67.0% | +63.4% |
| 5Y | +118.0% | +35.8% | +82.2% | +73.7% |
| All | +118.0% | +36.7% | +81.4% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling