+928.7%
AXP vs TDY
+7,137.3%
-6,208.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | -2.1% | -1.8% | -0.3% | -1.5% |
| 30D | -6.5% | -10.7% | +4.1% | -2.6% |
| 3M | +4.6% | -1.3% | +5.9% | +4.8% |
| 6M | +5.4% | -10.6% | +16.0% | +9.3% |
| YTD | -11.1% | +19.6% | -30.7% | -17.5% |
| 1Y | -0.3% | +11.6% | -11.9% | -5.2% |
| 3Y | +111.6% | +45.2% | +66.4% | +82.0% |
| 5Y | +117.6% | +36.1% | +81.5% | +91.3% |
| 10Y | +474.1% | +458.8% | +15.3% | +222.4% |
| All | +928.7% | +7,137.3% | -6,208.6% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling