+1,029.4%
AXP vs TCOM
+2,694.8%
-1,665.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.1% | -9.5% | +7.4% | +0.1% |
| 30D | -6.5% | -10.7% | +4.2% | -4.2% |
| 3M | +4.6% | -14.6% | +19.3% | +7.9% |
| 6M | +5.4% | -19.3% | +24.8% | +9.9% |
| YTD | -11.1% | -42.9% | +31.8% | -0.5% |
| 1Y | -0.3% | -43.8% | +43.5% | +11.9% |
| 3Y | +111.6% | +2.1% | +109.5% | +98.8% |
| 5Y | +117.6% | +31.2% | +86.4% | +79.6% |
| 10Y | +474.1% | -13.9% | +488.0% | +391.7% |
| All | +1,029.4% | +2,694.8% | -1,665.4% | +369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling