+464.9%
AXP vs TCOM
-9.7%
+474.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +0.6% | -7.6% | +8.2% | +2.3% |
| 30D | -4.3% | -12.2% | +7.9% | -1.6% |
| 3M | +4.7% | -14.2% | +18.9% | +7.8% |
| 6M | +9.0% | -25.0% | +34.0% | +15.6% |
| YTD | -11.1% | -43.7% | +32.5% | -0.2% |
| 1Y | +1.3% | -44.5% | +45.8% | +14.0% |
| 3Y | +114.5% | +13.4% | +101.1% | +94.5% |
| 5Y | +118.0% | +26.5% | +91.6% | +79.4% |
| 10Y | +464.9% | -10.3% | +475.2% | +350.4% |
| All | +464.9% | -9.7% | +474.7% | +350.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling