-11.7%
AXP vs TFC
+15.8%
-27.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.9% | -1.2% | -1.7% | -2.1% |
| 30D | +3.7% | +7.8% | -4.0% | -1.1% |
| 3M | -4.9% | -3.0% | -1.9% | -3.2% |
| 6M | +4.1% | +5.8% | -1.8% | -1.3% |
| YTD | -11.7% | +5.3% | -17.0% | -16.3% |
| 1Y | -11.7% | +15.7% | -27.4% | -26.1% |
| All | -11.7% | +15.8% | -27.5% | -26.1% |
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