+1,037.7%
AXP vs TKO
+1,476.9%
-439.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -0.6% | +6.4% | -7.0% | -2.1% |
| 30D | +5.0% | +11.9% | -7.0% | +2.2% |
| 3M | -4.2% | +5.6% | -9.9% | -5.7% |
| 6M | +2.9% | +7.5% | -4.6% | +0.6% |
| YTD | -11.6% | -3.5% | -8.1% | -11.7% |
| 1Y | -11.1% | +13.0% | -24.0% | -14.5% |
| 3Y | +116.7% | +157.6% | -40.9% | +69.5% |
| 5Y | +89.6% | +288.2% | -198.6% | +31.6% |
| 10Y | +428.4% | +1,196.6% | -768.2% | +158.5% |
| All | +1,037.7% | +1,476.9% | -439.3% | +269.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling