+403.0%
AXP vs TXT
+90.9%
+312.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.4% |
| 7D | -2.1% | -1.1% | -1.0% | -1.5% |
| 30D | +2.7% | +13.3% | -10.6% | -5.2% |
| 3M | -7.3% | -5.1% | -2.1% | -5.0% |
| 6M | +1.8% | -7.1% | +8.9% | +4.7% |
| YTD | -13.1% | -3.2% | -9.8% | -13.7% |
| 1Y | -13.7% | +2.3% | -16.0% | -17.2% |
| 3Y | +113.1% | +11.1% | +102.0% | +90.0% |
| 5Y | +85.9% | +10.0% | +75.9% | +63.6% |
| All | +403.0% | +90.9% | +312.1% | +170.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling