+218.4%
AXP vs TW
+298.0%
-79.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -2.1% | +3.2% | -5.3% | -3.1% |
| 30D | +2.7% | +19.7% | -17.0% | -2.9% |
| 3M | -7.3% | +26.8% | -34.1% | -14.0% |
| 6M | +1.8% | +20.9% | -19.1% | -4.8% |
| YTD | -13.1% | +22.9% | -35.9% | -19.7% |
| 1Y | -13.7% | +20.4% | -34.1% | -19.8% |
| 3Y | +113.1% | +42.9% | +70.2% | +82.0% |
| 5Y | +85.9% | +40.2% | +45.7% | +55.3% |
| All | +218.4% | +298.0% | -79.6% | +85.5% |
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