+89.6%
AXP vs TKO
+279.0%
-189.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -0.6% | +6.4% | -7.0% | -2.2% |
| 30D | +5.0% | +11.9% | -7.0% | +2.0% |
| 3M | -4.2% | +5.6% | -9.9% | -5.7% |
| 6M | +2.9% | +7.5% | -4.6% | +0.3% |
| YTD | -11.6% | -3.5% | -8.1% | -11.7% |
| 1Y | -11.1% | +13.0% | -24.0% | -15.0% |
| 3Y | +116.7% | +157.6% | -40.9% | +69.7% |
| 5Y | +89.6% | +288.2% | -198.6% | +24.0% |
| All | +89.6% | +279.0% | -189.4% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling