+1.3%
AXP vs TRI
-41.0%
+42.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | +0.7% |
| 7D | +0.6% | -7.1% | +7.7% | +1.3% |
| 30D | -4.3% | -2.3% | -2.0% | -4.2% |
| 3M | +4.7% | +19.6% | -14.9% | +1.7% |
| 6M | +9.0% | -8.7% | +17.7% | +9.8% |
| YTD | -11.1% | -22.3% | +11.1% | -6.2% |
| 1Y | +1.3% | -40.7% | +42.0% | +9.3% |
| All | +1.3% | -41.0% | +42.3% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling