+46.8%
AXP vs TEM
+90.1%
-43.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -2.0% |
| 7D | +0.6% | +5.3% | -4.7% | 0.0% |
| 30D | +5.8% | +8.1% | -2.3% | +4.7% |
| 3M | -6.0% | +64.9% | -70.9% | -12.2% |
| 6M | +0.3% | +42.1% | -41.9% | -5.3% |
| YTD | -12.3% | +28.8% | -41.0% | -16.7% |
| 1Y | -11.2% | +5.5% | -16.7% | -14.2% |
| All | +46.8% | +90.1% | -43.4% | +28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling