+113.2%
AXP vs TRU
+57.8%
+55.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -2.1% | -2.2% | +0.1% | -1.4% |
| 30D | +2.7% | +20.2% | -17.5% | -3.9% |
| 3M | -7.3% | +2.2% | -9.5% | -8.6% |
| 6M | +1.8% | +17.6% | -15.8% | -5.4% |
| YTD | -13.1% | -5.0% | -8.1% | -13.3% |
| 1Y | -13.7% | -1.0% | -12.8% | -15.4% |
| All | +113.2% | +57.8% | +55.4% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling