+91.7%
AXP vs TDY
+46.0%
+45.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | -1.1% |
| 7D | -1.1% | -2.5% | +1.4% | -0.1% |
| 30D | +5.2% | +4.8% | +0.4% | +2.1% |
| 3M | -4.6% | -6.9% | +2.4% | -1.3% |
| 6M | +3.2% | +3.5% | -0.3% | -0.2% |
| YTD | -11.3% | +26.0% | -37.3% | -24.8% |
| 1Y | -11.0% | +25.4% | -36.4% | -24.3% |
| 3Y | +120.2% | +70.9% | +49.3% | +52.0% |
| 5Y | +91.7% | +46.6% | +45.2% | +46.4% |
| All | +91.7% | +46.0% | +45.7% | +46.4% |
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 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