+89.6%
AXP vs TRMB
-37.9%
+127.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.6% | -16.6% | +15.9% | +6.5% |
| 30D | +5.0% | -8.9% | +13.8% | +7.8% |
| 3M | -4.2% | -6.3% | +2.1% | -3.3% |
| 6M | +2.9% | -10.0% | +12.9% | +5.3% |
| YTD | -11.6% | -30.1% | +18.5% | +2.1% |
| 1Y | -11.1% | -31.3% | +20.2% | +3.4% |
| 3Y | +116.7% | +30.8% | +85.9% | +81.7% |
| 5Y | +89.6% | -35.9% | +125.5% | +113.2% |
| All | +89.6% | -37.9% | +127.5% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling