+104.0%
TXN vs AXP
+117.6%
-13.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | -7.8% | +0.6% | -8.4% | -8.0% |
| 30D | -3.6% | +5.8% | -9.4% | -6.1% |
| 3M | +0.1% | -6.0% | +6.1% | +2.9% |
| 6M | -3.2% | +0.3% | -3.5% | -4.0% |
| YTD | +63.4% | -12.3% | +75.6% | +72.2% |
| 1Y | +75.6% | -11.2% | +86.9% | +83.7% |
| 3Y | +104.0% | +117.0% | -13.0% | +31.6% |
| All | +104.0% | +117.6% | -13.6% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling