+124.9%
AXP vs TOST
+100.6%
+24.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +0.8% |
| 7D | +4.6% | +10.7% | -6.1% | +1.9% |
| 30D | +9.7% | +17.7% | -8.0% | +5.1% |
| 3M | -3.8% | +4.6% | -8.4% | -5.2% |
| 6M | +4.8% | +20.3% | -15.5% | -1.2% |
| YTD | -9.1% | -0.4% | -8.7% | -10.7% |
| 1Y | -6.7% | -0.8% | -5.9% | -8.5% |
| All | +124.9% | +100.6% | +24.2% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling