+42.9%
TXN vs AXP
+0.9%
+42.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.2% | +0.6% | +1.6% | +2.1% |
| 30D | -9.5% | -4.3% | -5.1% | -8.8% |
| 3M | -10.5% | +4.7% | -15.2% | -11.4% |
| 6M | +35.4% | +9.0% | +26.4% | +30.7% |
| YTD | +51.8% | -11.1% | +62.9% | +56.5% |
| 1Y | +42.9% | +1.3% | +41.7% | +41.0% |
| All | +42.9% | +0.9% | +42.0% | +41.0% |
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