+118.0%
AXP vs TKO
+312.5%
-194.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -1.3% |
| 7D | +0.6% | +7.2% | -6.6% | -1.2% |
| 30D | -4.3% | +4.7% | -9.0% | -5.5% |
| 3M | +4.7% | -3.2% | +7.9% | +5.1% |
| 6M | +9.0% | -2.9% | +11.8% | +9.0% |
| YTD | -11.1% | -5.8% | -5.3% | -10.6% |
| 1Y | +1.3% | -1.1% | +2.3% | +0.4% |
| 3Y | +114.5% | +111.1% | +3.4% | +75.6% |
| 5Y | +118.0% | +315.6% | -197.5% | +30.1% |
| All | +118.0% | +312.5% | -194.5% | +30.1% |
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