+440.3%
AXP vs TNA
+82.9%
+357.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.6% | -8.6% | -2.1% |
| 7D | -1.1% | +2.3% | -3.4% | -2.4% |
| 30D | +5.2% | +1.4% | +3.9% | +4.0% |
| 3M | -4.6% | -21.1% | +16.5% | +2.1% |
| 6M | +3.2% | -9.4% | +12.6% | +4.3% |
| YTD | -11.3% | +29.6% | -41.0% | -21.9% |
| 1Y | -11.0% | +34.6% | -45.6% | -23.0% |
| 3Y | +120.2% | +155.9% | -35.7% | +36.7% |
| 5Y | +91.7% | -44.2% | +135.9% | +78.1% |
| 10Y | +440.3% | +63.7% | +376.6% | +143.6% |
| All | +440.3% | +82.9% | +357.4% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling