+485.1%
TXN vs AXP
+414.5%
+70.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.6% |
| 7D | +12.3% | -2.1% | +14.5% | +13.4% |
| 30D | +9.1% | +2.7% | +6.4% | +7.8% |
| 3M | +13.5% | -7.3% | +20.8% | +17.2% |
| 6M | +6.9% | +1.8% | +5.1% | +5.5% |
| YTD | +84.0% | -13.1% | +97.1% | +93.1% |
| 1Y | +95.8% | -13.7% | +109.5% | +106.0% |
| 3Y | +130.3% | +113.1% | +17.2% | +60.0% |
| 5Y | +89.2% | +85.9% | +3.2% | +36.1% |
| All | +485.1% | +414.5% | +70.6% | +169.9% |
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