+115.4%
AXP vs TKO
+98.5%
+16.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.7% |
| 7D | -2.1% | +0.7% | -2.9% | -2.3% |
| 30D | -6.5% | +1.6% | -8.1% | -7.0% |
| 3M | +4.6% | -7.8% | +12.4% | +6.2% |
| 6M | +5.4% | -13.3% | +18.7% | +8.4% |
| YTD | -11.1% | -10.3% | -0.8% | -9.5% |
| 1Y | -0.3% | -0.6% | +0.3% | -1.4% |
| All | +115.4% | +98.5% | +16.9% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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