+455.6%
TXN vs AXP
+453.0%
+2.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.0% | +5.6% | +6.2% |
| 7D | -2.1% | -1.1% | -1.0% | -1.5% |
| 30D | +4.7% | +5.2% | -0.5% | +2.4% |
| 3M | +3.9% | -4.6% | +8.5% | +5.9% |
| 6M | +3.8% | +3.2% | +0.6% | +1.7% |
| YTD | +74.2% | -11.3% | +85.5% | +81.2% |
| 1Y | +88.2% | -11.0% | +99.2% | +95.4% |
| 3Y | +124.0% | +120.2% | +3.8% | +53.5% |
| 5Y | +78.4% | +91.7% | -13.4% | +26.6% |
| 10Y | +455.6% | +440.3% | +15.2% | +160.1% |
| All | +455.6% | +453.0% | +2.5% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling