+117.0%
AXP vs TPR
+407.4%
-290.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +0.6% | +14.2% | -13.6% | -3.1% |
| 30D | +5.8% | +17.1% | -11.3% | +1.1% |
| 3M | -6.0% | -17.7% | +11.7% | -1.6% |
| 6M | +0.3% | -10.2% | +10.5% | +1.7% |
| YTD | -12.3% | +4.9% | -17.2% | -15.4% |
| 1Y | -11.2% | +36.1% | -47.4% | -21.2% |
| 3Y | +117.0% | +416.5% | -299.4% | +30.4% |
| All | +117.0% | +407.4% | -290.4% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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