+95.6%
AXP vs TOST
-41.7%
+137.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +0.4% | +11.6% | -11.2% | -1.9% |
| 30D | +7.0% | +16.2% | -9.2% | +3.7% |
| 3M | -6.6% | +1.0% | -7.6% | -7.0% |
| 6M | +3.5% | +23.2% | -19.7% | -1.7% |
| YTD | -11.2% | -1.0% | -10.2% | -12.3% |
| 1Y | -10.2% | -9.9% | -0.3% | -9.8% |
| 3Y | +120.0% | +101.0% | +19.0% | +87.5% |
| 5Y | +95.6% | -40.4% | +136.0% | +77.1% |
| All | +95.6% | -41.7% | +137.3% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling