+86.1%
AXP vs TRV
+180.6%
-94.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.1% | +2.0% | -2.2% | -1.1% |
| 30D | +4.4% | +6.7% | -2.3% | +1.3% |
| 3M | -6.4% | +9.4% | -15.8% | -10.3% |
| 6M | +4.2% | +37.7% | -33.6% | -11.9% |
| YTD | -12.4% | +40.6% | -52.9% | -26.9% |
| 1Y | -11.1% | +42.4% | -53.5% | -26.4% |
| 3Y | +114.9% | +148.1% | -33.3% | +28.1% |
| All | +86.1% | +180.6% | -94.5% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling