+86.1%
AXP vs TNA
-46.7%
+132.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -0.1% | +3.7% | -3.8% | -1.4% |
| 30D | +4.4% | +4.4% | +0.1% | +2.4% |
| 3M | -6.4% | -26.7% | +20.2% | +1.6% |
| 6M | +4.2% | -12.8% | +17.0% | +6.4% |
| YTD | -12.4% | +22.7% | -35.0% | -20.5% |
| 1Y | -11.1% | +35.7% | -46.8% | -22.1% |
| 3Y | +114.9% | +134.6% | -19.7% | +43.7% |
| All | +86.1% | -46.7% | +132.9% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling