+223.9%
AXP vs TW
+291.9%
-68.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -0.6% |
| 7D | -0.6% | +3.1% | -3.7% | -1.5% |
| 30D | +5.0% | +16.7% | -11.7% | +0.1% |
| 3M | -4.2% | +25.2% | -29.4% | -10.8% |
| 6M | +2.9% | +19.5% | -16.5% | -3.4% |
| YTD | -11.6% | +21.0% | -32.6% | -18.0% |
| 1Y | -11.1% | +19.0% | -30.0% | -17.1% |
| 3Y | +116.7% | +40.7% | +76.0% | +86.0% |
| 5Y | +89.6% | +40.1% | +49.5% | +58.3% |
| All | +223.9% | +291.9% | -68.1% | +89.5% |
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