+117.0%
AXP vs TRI
-1.9%
+118.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | +0.3% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -6.5% | +7.9% | -14.4% | -8.6% |
| 3M | +4.6% | +24.1% | -19.4% | -2.8% |
| 6M | +5.4% | +3.8% | +1.6% | +2.8% |
| YTD | -11.1% | -16.9% | +5.7% | -5.4% |
| 1Y | -0.3% | -38.4% | +38.1% | +20.7% |
| 3Y | +111.6% | -12.2% | +123.8% | +104.5% |
| All | +117.0% | -1.9% | +118.9% | +85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling