+117.0%
AXP vs TRMB
-37.2%
+154.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -2.1% | -2.5% | +0.4% | -0.9% |
| 30D | -6.5% | +1.5% | -8.1% | -7.4% |
| 3M | +4.6% | +6.8% | -2.1% | +0.6% |
| 6M | +5.4% | -14.9% | +20.4% | +12.9% |
| YTD | -11.1% | -24.1% | +13.0% | +0.4% |
| 1Y | -0.3% | -25.4% | +25.1% | +13.2% |
| 3Y | +111.6% | +8.0% | +103.6% | +97.3% |
| All | +117.0% | -37.2% | +154.2% | +153.6% |
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