-13.7%
AXP vs TFC
+14.6%
-28.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.1% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | +2.7% | +8.6% | -6.0% | -2.6% |
| 3M | -7.3% | -4.3% | -2.9% | -4.8% |
| 6M | +1.8% | +5.4% | -3.6% | -3.3% |
| YTD | -13.1% | +4.5% | -17.6% | -17.2% |
| 1Y | -13.7% | +14.0% | -27.7% | -26.5% |
| All | -13.7% | +14.6% | -28.3% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling