+1,291.0%
AXP vs TRI
+604.8%
+686.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | +1.5% |
| 7D | +0.6% | -4.8% | +5.4% | +2.9% |
| 30D | +5.8% | +13.4% | -7.6% | -2.6% |
| 3M | -6.0% | +13.1% | -19.2% | -14.8% |
| 6M | +0.3% | +24.4% | -24.1% | -17.7% |
| YTD | -12.3% | -11.4% | -0.8% | -13.9% |
| 1Y | -11.2% | -15.6% | +4.3% | -10.1% |
| 3Y | +117.0% | -6.5% | +123.5% | +95.9% |
| 5Y | +93.2% | +5.3% | +87.9% | +58.3% |
| 10Y | +461.2% | +239.9% | +221.2% | +96.3% |
| All | +1,291.0% | +604.8% | +686.2% | +143.2% |
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 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