+440.3%
AXP vs TFC
+90.1%
+350.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | -0.3% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | +5.2% | +9.2% | -3.9% | -0.8% |
| 3M | -4.6% | -2.9% | -1.7% | -2.8% |
| 6M | +3.2% | +3.5% | -0.3% | +0.1% |
| YTD | -11.3% | +5.4% | -16.8% | -15.1% |
| 1Y | -11.0% | +17.3% | -28.3% | -20.7% |
| 3Y | +120.2% | +96.7% | +23.5% | +36.7% |
| 5Y | +91.7% | -1.1% | +92.8% | +84.2% |
| 10Y | +440.3% | +84.7% | +355.6% | +205.4% |
| All | +440.3% | +90.1% | +350.3% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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