+117.0%
AXP vs TRI
-5.2%
+122.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -0.5% |
| 7D | +0.6% | -4.8% | +5.4% | +1.3% |
| 30D | +5.8% | +13.4% | -7.6% | +3.5% |
| 3M | -6.0% | +13.1% | -19.2% | -8.3% |
| 6M | +0.3% | +24.4% | -24.1% | -4.6% |
| YTD | -12.3% | -11.4% | -0.8% | -9.2% |
| 1Y | -11.2% | -15.6% | +4.3% | -6.8% |
| 3Y | +117.0% | -6.5% | +123.5% | +138.2% |
| All | +117.0% | -5.2% | +122.2% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling