+224.7%
AXP vs TW
+287.8%
-63.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -1.1% | +3.4% | -4.5% | -2.1% |
| 30D | +5.2% | +15.5% | -10.2% | +0.7% |
| 3M | -4.6% | +25.1% | -29.7% | -11.1% |
| 6M | +3.2% | +18.2% | -15.0% | -2.9% |
| YTD | -11.3% | +19.7% | -31.1% | -17.5% |
| 1Y | -11.0% | +18.1% | -29.1% | -16.8% |
| 3Y | +120.2% | +40.5% | +79.6% | +88.9% |
| 5Y | +91.7% | +37.1% | +54.6% | +61.3% |
| All | +224.7% | +287.8% | -63.1% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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