+1,309.0%
AXP vs TRI
+561.6%
+747.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | +2.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -6.5% | +7.9% | -14.4% | -11.3% |
| 3M | +4.6% | +24.1% | -19.4% | -11.3% |
| 6M | +5.4% | +3.8% | +1.6% | -2.9% |
| YTD | -11.1% | -16.9% | +5.7% | -7.9% |
| 1Y | -0.3% | -38.4% | +38.1% | +25.2% |
| 3Y | +111.6% | -12.2% | +123.8% | +101.6% |
| 5Y | +117.6% | -1.8% | +119.4% | +88.7% |
| 10Y | +474.1% | +207.6% | +266.5% | +117.3% |
| All | +1,309.0% | +561.6% | +747.4% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling