+111.7%
AXP vs TOST
-45.8%
+157.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.1% |
| 7D | +4.6% | +10.7% | -6.1% | +2.5% |
| 30D | +9.7% | +17.7% | -8.0% | +6.2% |
| 3M | -3.8% | +4.6% | -8.4% | -4.9% |
| 6M | +4.8% | +20.3% | -15.5% | +0.3% |
| YTD | -9.1% | -0.4% | -8.7% | -10.3% |
| 1Y | -6.7% | -0.8% | -5.9% | -8.1% |
| 3Y | +125.2% | +102.2% | +23.0% | +94.0% |
| 5Y | +105.0% | -41.3% | +146.3% | +71.9% |
| All | +111.7% | -45.8% | +157.5% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling