+41.6%
TXN vs AXP
+1.4%
+40.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | -0.1% | -2.1% | +2.0% | +0.3% |
| 30D | -6.9% | -6.5% | -0.4% | -5.9% |
| 3M | -14.9% | +4.6% | -19.6% | -15.7% |
| 6M | +29.0% | +5.4% | +23.6% | +25.8% |
| YTD | +51.5% | -11.1% | +62.6% | +56.2% |
| 1Y | +41.6% | -0.3% | +41.9% | +40.5% |
| All | +41.6% | +1.4% | +40.1% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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