+6,610.0%
AXP vs TRV
+6,617.1%
-7.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.3% |
| 7D | -2.1% | -0.1% | -2.0% | -2.0% |
| 30D | -6.5% | -3.4% | -3.1% | -4.6% |
| 3M | +4.6% | +26.4% | -21.8% | -10.6% |
| 6M | +5.4% | +19.3% | -13.9% | -6.8% |
| YTD | -11.1% | +28.3% | -39.5% | -25.1% |
| 1Y | -0.3% | +34.3% | -34.6% | -18.5% |
| 3Y | +111.6% | +140.1% | -28.6% | +16.9% |
| 5Y | +117.6% | +155.7% | -38.2% | +14.1% |
| 10Y | +474.1% | +285.5% | +188.6% | +130.8% |
| All | +6,610.0% | +6,617.1% | -7.1% | +471.7% |
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