+448.7%
AXP vs TMF
-84.4%
+533.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +0.6% | +1.2% | -0.6% | +0.7% |
| 30D | +5.8% | +19.7% | -13.9% | +8.1% |
| 3M | -6.0% | -2.1% | -3.9% | -6.2% |
| 6M | +0.3% | -13.4% | +13.7% | -1.4% |
| YTD | -12.3% | -16.7% | +4.5% | -14.0% |
| 1Y | -11.2% | -23.3% | +12.1% | -14.0% |
| 3Y | +117.0% | -24.8% | +141.8% | +114.5% |
| 5Y | +93.2% | -88.0% | +181.2% | +33.1% |
| All | +448.7% | -84.4% | +533.1% | +336.3% |
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