+448.7%
AXP vs TRMB
+105.7%
+343.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.7% |
| 7D | +0.6% | -16.7% | +17.3% | +8.6% |
| 30D | +5.8% | -9.9% | +15.7% | +9.7% |
| 3M | -6.0% | -7.6% | +1.6% | -4.2% |
| 6M | +0.3% | -14.7% | +15.0% | +5.7% |
| YTD | -12.3% | -30.9% | +18.7% | +2.4% |
| 1Y | -11.2% | -31.3% | +20.1% | +3.7% |
| 3Y | +117.0% | +29.4% | +87.6% | +79.8% |
| 5Y | +93.2% | -37.4% | +130.5% | +124.7% |
| All | +448.7% | +105.7% | +343.0% | +241.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling