+91.9%
AXP vs TRMB
-38.8%
+130.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.8% |
| 7D | +0.4% | -17.9% | +18.3% | +8.4% |
| 30D | +7.0% | -12.0% | +19.0% | +11.7% |
| 3M | -6.6% | -8.4% | +1.8% | -4.7% |
| 6M | +3.5% | -21.5% | +25.0% | +13.0% |
| YTD | -11.2% | -31.5% | +20.4% | +3.5% |
| 1Y | -10.2% | -33.4% | +23.3% | +6.0% |
| 3Y | +120.0% | +26.5% | +93.6% | +87.6% |
| All | +91.9% | -38.8% | +130.7% | +122.7% |
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 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