+225.5%
AXP vs TW
+221.1%
+4.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | -2.1% | -2.3% | +0.2% | -1.4% |
| 30D | -6.5% | +3.9% | -10.5% | -7.7% |
| 3M | +4.6% | +5.7% | -1.1% | +2.0% |
| 6M | +5.4% | -14.5% | +19.9% | +9.8% |
| YTD | -11.1% | -0.9% | -10.3% | -12.2% |
| 1Y | -0.3% | -13.5% | +13.2% | +2.9% |
| 3Y | +111.6% | +25.0% | +86.6% | +87.4% |
| 5Y | +117.6% | +22.7% | +94.9% | +88.7% |
| All | +225.5% | +221.1% | +4.4% | +102.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling