+464.9%
AXP vs TRI
+190.0%
+274.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +2.6% |
| 7D | +0.6% | -7.1% | +7.7% | +3.3% |
| 30D | -4.3% | -2.3% | -2.0% | -4.0% |
| 3M | +4.7% | +19.6% | -14.9% | -5.6% |
| 6M | +9.0% | -8.7% | +17.7% | +10.0% |
| YTD | -11.1% | -22.3% | +11.1% | -3.3% |
| 1Y | +1.3% | -40.7% | +42.0% | +27.8% |
| 3Y | +114.5% | -17.8% | +132.2% | +112.9% |
| 5Y | +118.0% | -8.5% | +126.5% | +97.5% |
| 10Y | +464.9% | +192.6% | +272.3% | +177.5% |
| All | +464.9% | +190.0% | +274.9% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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