+95.6%
AXP vs TMF
-87.8%
+183.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | +0.4% | +2.7% | -2.3% | +0.4% |
| 30D | +7.0% | +19.3% | -12.3% | +7.0% |
| 3M | -6.6% | -3.7% | -2.9% | -6.6% |
| 6M | +3.5% | -11.3% | +14.8% | +3.4% |
| YTD | -11.2% | -16.6% | +5.4% | -11.2% |
| 1Y | -10.2% | -21.1% | +11.0% | -10.3% |
| 3Y | +120.0% | -26.8% | +146.9% | +119.2% |
| 5Y | +95.6% | -88.0% | +183.6% | +51.7% |
| All | +95.6% | -87.8% | +183.4% | +51.7% |
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