+464.9%
AXP vs TNA
+76.8%
+388.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.4% |
| 7D | +0.6% | +4.1% | -3.5% | -0.7% |
| 30D | -4.3% | -7.6% | +3.3% | -1.9% |
| 3M | +4.7% | +8.1% | -3.4% | +1.4% |
| 6M | +9.0% | +49.0% | -40.0% | -6.7% |
| YTD | -11.1% | +51.7% | -62.9% | -24.9% |
| 1Y | +1.3% | +59.6% | -58.3% | -17.1% |
| 3Y | +114.5% | +118.9% | -4.4% | +41.3% |
| 5Y | +118.0% | -19.2% | +137.2% | +78.4% |
| 10Y | +464.9% | +77.2% | +387.7% | +147.7% |
| All | +464.9% | +76.8% | +388.1% | +147.7% |
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