+469.1%
AXP vs TMF
-86.8%
+555.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -2.1% | -1.4% | -0.7% | -2.3% |
| 30D | -6.5% | -2.8% | -3.7% | -6.8% |
| 3M | +4.6% | -10.9% | +15.6% | +3.2% |
| 6M | +5.4% | -21.3% | +26.7% | +2.5% |
| YTD | -11.1% | -15.9% | +4.8% | -12.8% |
| 1Y | -0.3% | -15.7% | +15.4% | -2.1% |
| 3Y | +111.6% | -43.4% | +154.9% | +100.1% |
| 5Y | +117.6% | -87.8% | +205.3% | +52.4% |
| All | +469.1% | -86.8% | +555.9% | +380.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling