+448.7%
AXP vs TCOM
+3.1%
+445.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.5% |
| 7D | +0.6% | +12.1% | -11.5% | -1.9% |
| 30D | +5.8% | +16.5% | -10.7% | +2.2% |
| 3M | -6.0% | -4.0% | -2.0% | -5.4% |
| 6M | +0.3% | -18.5% | +18.8% | +4.3% |
| YTD | -12.3% | -38.3% | +26.0% | -3.6% |
| 1Y | -11.2% | -36.6% | +25.4% | -3.2% |
| 3Y | +117.0% | +31.1% | +85.9% | +90.2% |
| 5Y | +93.2% | +47.6% | +45.6% | +53.0% |
| All | +448.7% | +3.1% | +445.6% | +329.5% |
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