-10.2%
AXP vs TMF
-22.6%
+12.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.4% |
| 7D | +0.4% | +2.7% | -2.3% | -0.1% |
| 30D | +7.0% | +19.3% | -12.3% | +3.4% |
| 3M | -6.6% | -3.7% | -2.9% | -6.0% |
| 6M | +3.5% | -11.3% | +14.8% | +5.5% |
| YTD | -11.2% | -16.6% | +5.4% | -10.0% |
| 1Y | -10.2% | -21.1% | +11.0% | -7.3% |
| All | -10.2% | -22.6% | +12.5% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling