+440.3%
AXP vs TRV
+372.9%
+67.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | -0.9% | -0.2% | -0.5% |
| 30D | +5.2% | +7.2% | -1.9% | +0.4% |
| 3M | -4.6% | +3.2% | -7.8% | -6.8% |
| 6M | +3.2% | +33.6% | -30.4% | -16.8% |
| YTD | -11.3% | +37.8% | -49.1% | -30.3% |
| 1Y | -11.0% | +43.4% | -54.4% | -32.1% |
| 3Y | +120.2% | +146.7% | -26.5% | +8.6% |
| 5Y | +91.7% | +176.1% | -84.4% | -16.0% |
| 10Y | +440.3% | +357.4% | +82.9% | +61.5% |
| All | +440.3% | +372.9% | +67.5% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 10y: compounded portfolio wealth divided by compounded TRV 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…
10y analysis · Full analysis span regression · 6 months rolling