+89.6%
AXP vs TW
+37.3%
+52.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | +0.6% | +4.2% | -3.6% | -0.5% |
| 30D | +5.8% | +18.9% | -13.1% | +1.1% |
| 3M | -6.0% | +23.8% | -29.8% | -11.3% |
| 6M | +0.3% | +17.0% | -16.7% | -4.4% |
| YTD | -12.3% | +19.2% | -31.5% | -17.4% |
| 1Y | -11.2% | +20.1% | -31.3% | -16.7% |
| 3Y | +117.0% | +40.5% | +76.5% | +87.0% |
| All | +89.6% | +37.3% | +52.2% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling