+223.5%
AXP vs TW
+294.9%
-71.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.3% |
| 7D | -2.9% | +2.8% | -5.7% | -3.7% |
| 30D | +3.7% | +18.1% | -14.3% | -1.5% |
| 3M | -4.9% | +25.2% | -30.1% | -11.5% |
| 6M | +4.1% | +19.1% | -15.1% | -2.3% |
| YTD | -11.7% | +21.9% | -33.6% | -18.2% |
| 1Y | -11.7% | +18.9% | -30.7% | -17.6% |
| 3Y | +116.5% | +41.7% | +74.7% | +85.3% |
| 5Y | +89.5% | +40.4% | +49.1% | +58.2% |
| All | +223.5% | +294.9% | -71.4% | +88.9% |
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