+393.3%
TXN vs AXP
+465.7%
-72.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | +0.6% | +1.6% | +1.9% |
| 30D | -9.5% | -4.3% | -5.1% | -7.8% |
| 3M | -10.5% | +4.7% | -15.2% | -12.6% |
| 6M | +35.4% | +9.0% | +26.4% | +29.1% |
| YTD | +51.8% | -11.1% | +62.9% | +57.8% |
| 1Y | +42.9% | +1.3% | +41.7% | +39.7% |
| 3Y | +71.3% | +114.5% | -43.1% | +19.1% |
| 5Y | +58.0% | +118.0% | -60.0% | +6.3% |
| 10Y | +393.3% | +464.9% | -71.7% | +133.7% |
| All | +393.3% | +465.7% | -72.4% | +133.7% |
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