+106.9%
AXP vs TOST
-48.0%
+154.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | -3.4% | +1.3% | -1.5% |
| 30D | -6.5% | -2.4% | -4.1% | -6.2% |
| 3M | +4.6% | +34.6% | -30.0% | -1.4% |
| 6M | +5.4% | +15.2% | -9.8% | +1.7% |
| YTD | -11.1% | -4.4% | -6.7% | -11.5% |
| 1Y | -0.3% | -17.4% | +17.1% | +1.7% |
| 3Y | +111.6% | +54.5% | +57.1% | +90.2% |
| All | +106.9% | -48.0% | +154.9% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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