+95.6%
AXP vs TXT
+11.0%
+84.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.4% |
| 7D | +0.4% | -2.5% | +2.9% | +1.8% |
| 30D | +7.0% | +12.8% | -5.8% | -0.4% |
| 3M | -6.6% | -3.6% | -3.0% | -5.1% |
| 6M | +3.5% | -6.9% | +10.4% | +6.3% |
| YTD | -11.2% | -2.2% | -9.0% | -12.4% |
| 1Y | -10.2% | +6.3% | -16.4% | -15.9% |
| 3Y | +120.0% | +10.3% | +109.8% | +94.8% |
| 5Y | +95.6% | +10.6% | +84.9% | +69.8% |
| All | +95.6% | +11.0% | +84.5% | +69.8% |
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