-11.2%
AXP vs TXT
+4.1%
-15.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.7% |
| 7D | +0.6% | -2.5% | +3.1% | +1.3% |
| 30D | +5.8% | +14.4% | -8.6% | +1.7% |
| 3M | -6.0% | -4.9% | -1.1% | -4.7% |
| 6M | +0.3% | -10.2% | +10.5% | +3.1% |
| YTD | -12.3% | -4.1% | -8.2% | -14.5% |
| 1Y | -11.2% | +4.0% | -15.2% | -21.4% |
| All | -11.2% | +4.1% | -15.4% | -21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling