+111.1%
AXP vs TCOM
+7.1%
+104.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.1% | -9.5% | +7.4% | -0.9% |
| 30D | -6.5% | -10.7% | +4.2% | -5.2% |
| 3M | +4.6% | -14.6% | +19.3% | +6.5% |
| 6M | +5.4% | -19.3% | +24.8% | +8.1% |
| YTD | -11.1% | -42.9% | +31.8% | -5.1% |
| 1Y | -0.3% | -43.8% | +43.5% | +6.7% |
| All | +111.1% | +7.1% | +104.0% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling