+6,610.0%
AXP vs TFC
+2,596.5%
+4,013.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.1% | +2.4% | -4.5% | -3.6% |
| 30D | -6.5% | -1.3% | -5.2% | -5.8% |
| 3M | +4.6% | +6.1% | -1.4% | +0.5% |
| 6M | +5.4% | +7.3% | -1.9% | +0.1% |
| YTD | -11.1% | +8.2% | -19.3% | -15.8% |
| 1Y | -0.3% | +14.4% | -14.7% | -8.8% |
| 3Y | +111.6% | +93.7% | +17.9% | +37.3% |
| 5Y | +117.6% | +16.4% | +101.2% | +85.7% |
| 10Y | +474.1% | +101.6% | +372.6% | +236.5% |
| All | +6,610.0% | +2,596.5% | +4,013.5% | +1,696.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling