+114.9%
AXP vs TW
+44.1%
+70.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.1% | +3.9% | -4.0% | -0.7% |
| 30D | +4.4% | +19.9% | -15.5% | +1.4% |
| 3M | -6.4% | +25.9% | -32.4% | -9.9% |
| 6M | +4.2% | +21.1% | -17.0% | +0.9% |
| YTD | -12.4% | +23.9% | -36.3% | -15.9% |
| 1Y | -11.1% | +21.2% | -32.3% | -14.3% |
| 3Y | +114.9% | +44.8% | +70.1% | +102.9% |
| All | +114.9% | +44.1% | +70.8% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling