+119.7%
AXP vs TMF
-25.2%
+144.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | +0.4% | +2.7% | -2.3% | +0.3% |
| 30D | +7.0% | +19.3% | -12.3% | +6.4% |
| 3M | -6.6% | -3.7% | -2.9% | -6.6% |
| 6M | +3.5% | -11.3% | +14.8% | +3.7% |
| YTD | -11.2% | -16.6% | +5.4% | -11.0% |
| 1Y | -10.2% | -21.1% | +11.0% | -10.0% |
| All | +119.7% | -25.2% | +144.9% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling