-11.2%
AXP vs TRMB
-33.2%
+22.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +0.6% | -16.7% | +17.3% | +3.7% |
| 30D | +5.8% | -9.9% | +15.7% | +6.7% |
| 3M | -6.0% | -7.6% | +1.6% | -6.1% |
| 6M | +0.3% | -14.7% | +15.0% | +3.6% |
| YTD | -12.3% | -30.9% | +18.7% | -3.1% |
| 1Y | -11.2% | -31.3% | +20.1% | -1.9% |
| All | -11.2% | -33.2% | +22.0% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling