+6,606.2%
AXP vs TXT
+2,239.7%
+4,366.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.5% |
| 7D | +0.4% | -2.5% | +2.9% | +1.6% |
| 30D | +7.0% | +12.8% | -5.8% | +0.6% |
| 3M | -6.6% | -3.6% | -3.0% | -5.4% |
| 6M | +3.5% | -6.9% | +10.4% | +5.8% |
| YTD | -11.2% | -2.2% | -9.0% | -11.9% |
| 1Y | -10.2% | +6.3% | -16.4% | -14.3% |
| 3Y | +120.0% | +10.3% | +109.8% | +104.1% |
| 5Y | +95.6% | +10.6% | +84.9% | +79.6% |
| 10Y | +468.1% | +121.0% | +347.1% | +259.4% |
| All | +6,606.2% | +2,239.7% | +4,366.5% | +1,155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling