+6,524.1%
AXP vs TRV
+7,111.8%
-587.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | 0.0% |
| 7D | +0.6% | -0.3% | +0.8% | +0.8% |
| 30D | +5.8% | +9.6% | -3.8% | -0.1% |
| 3M | -6.0% | +2.7% | -8.8% | -7.7% |
| 6M | +0.3% | +32.0% | -31.7% | -16.7% |
| YTD | -12.3% | +37.8% | -50.0% | -29.3% |
| 1Y | -11.2% | +45.2% | -56.5% | -30.9% |
| 3Y | +117.0% | +145.3% | -28.2% | +18.7% |
| 5Y | +93.2% | +172.3% | -79.1% | -2.6% |
| 10Y | +461.2% | +367.3% | +93.8% | +101.4% |
| All | +6,524.1% | +7,111.8% | -587.7% | +439.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling