-0.3%
AXP vs TCOM
-42.5%
+42.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.1% | -9.5% | +7.4% | -1.0% |
| 30D | -6.5% | -10.7% | +4.2% | -5.3% |
| 3M | +4.6% | -14.6% | +19.3% | +6.4% |
| 6M | +5.4% | -19.3% | +24.8% | +8.1% |
| YTD | -11.1% | -42.9% | +31.8% | -6.7% |
| 1Y | -0.3% | -43.8% | +43.5% | +5.0% |
| All | -0.3% | -42.5% | +42.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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