+117.0%
AXP vs TXT
+10.4%
+106.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.1% | -4.8% | +2.7% | +0.6% |
| 30D | -6.5% | -10.6% | +4.1% | -0.5% |
| 3M | +4.6% | -13.2% | +17.8% | +12.5% |
| 6M | +5.4% | -20.3% | +25.8% | +18.7% |
| YTD | -11.1% | -9.3% | -1.9% | -8.1% |
| 1Y | -0.3% | -2.7% | +2.4% | -1.6% |
| 3Y | +111.6% | +1.4% | +110.2% | +97.5% |
| All | +117.0% | +10.4% | +106.6% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling