+178.6%
AXP vs TE
-76.7%
+255.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -16.5% | +14.2% | -1.1% |
| 7D | +0.4% | -20.3% | +20.7% | +1.8% |
| 30D | +7.0% | -40.0% | +47.0% | +10.5% |
| 3M | -6.6% | -58.3% | +51.7% | -1.4% |
| 6M | +3.5% | -57.3% | +60.8% | +6.4% |
| YTD | -11.2% | -65.9% | +54.7% | -8.5% |
| 1Y | -10.2% | -44.3% | +34.1% | -12.1% |
| 3Y | +120.0% | -36.0% | +156.0% | +90.9% |
| 5Y | +95.6% | -80.1% | +175.7% | +84.5% |
| All | +178.6% | -76.7% | +255.3% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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