+85.9%
AXP vs TCOM
+40.9%
+45.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.4% |
| 7D | -2.1% | -1.4% | -0.8% | -1.9% |
| 30D | +2.7% | +11.5% | -8.9% | +1.0% |
| 3M | -7.3% | -5.2% | -2.1% | -6.7% |
| 6M | +1.8% | -16.9% | +18.7% | +4.2% |
| YTD | -13.1% | -39.9% | +26.9% | -7.0% |
| 1Y | -13.7% | -42.1% | +28.4% | -7.2% |
| 3Y | +113.1% | +28.0% | +85.1% | +96.9% |
| 5Y | +85.9% | +40.4% | +45.6% | +70.3% |
| All | +85.9% | +40.9% | +45.0% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling