+225.4%
AXP vs TW
+285.7%
-60.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +0.4% | +7.3% | -6.9% | -1.8% |
| 30D | +7.0% | +18.6% | -11.6% | +1.5% |
| 3M | -6.6% | +24.8% | -31.4% | -13.0% |
| 6M | +3.5% | +16.1% | -12.6% | -2.1% |
| YTD | -11.2% | +19.1% | -30.2% | -17.2% |
| 1Y | -10.2% | +22.8% | -32.9% | -17.2% |
| 3Y | +120.0% | +40.4% | +79.6% | +88.8% |
| 5Y | +95.6% | +37.9% | +57.7% | +64.1% |
| All | +225.4% | +285.7% | -60.3% | +91.3% |
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