+47.9%
AXP vs TEM
+101.4%
-53.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | +0.2% |
| 7D | -0.6% | +3.5% | -4.1% | -1.1% |
| 30D | +5.0% | +13.5% | -8.6% | +3.3% |
| 3M | -4.2% | +46.3% | -50.5% | -9.2% |
| 6M | +2.9% | +61.5% | -58.6% | -4.1% |
| YTD | -11.6% | +36.4% | -48.0% | -16.6% |
| 1Y | -11.1% | +12.2% | -23.3% | -14.6% |
| All | +47.9% | +101.4% | -53.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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