-10.9%
AXP vs TW
+18.0%
-28.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -1.1% | +3.4% | -4.5% | -1.3% |
| 30D | +5.2% | +15.5% | -10.2% | +4.4% |
| 3M | -4.6% | +25.1% | -29.7% | -5.7% |
| 6M | +3.2% | +18.2% | -15.0% | +2.8% |
| YTD | -11.3% | +19.7% | -31.1% | -12.2% |
| All | -10.9% | +18.0% | -28.8% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling