+114.9%
AXP vs TNA
+138.6%
-23.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -0.1% | +3.7% | -3.8% | -1.3% |
| 30D | +4.4% | +4.4% | +0.1% | +2.6% |
| 3M | -6.4% | -26.7% | +20.2% | +1.3% |
| 6M | +4.2% | -12.8% | +17.0% | +6.3% |
| YTD | -12.4% | +22.7% | -35.0% | -20.1% |
| 1Y | -11.1% | +35.7% | -46.8% | -21.6% |
| 3Y | +114.9% | +134.6% | -19.7% | +60.4% |
| All | +114.9% | +138.6% | -23.7% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling