+117.0%
AXP vs TMF
-87.5%
+204.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -6.5% | -2.8% | -3.7% | -6.5% |
| 3M | +4.6% | -10.9% | +15.6% | +4.6% |
| 6M | +5.4% | -21.3% | +26.7% | +5.3% |
| YTD | -11.1% | -15.9% | +4.8% | -11.2% |
| 1Y | -0.3% | -15.7% | +15.4% | -0.4% |
| 3Y | +111.6% | -43.4% | +154.9% | +109.3% |
| All | +117.0% | -87.5% | +204.5% | +78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling