+448.7%
AXP vs TT
+764.8%
-316.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -2.6% |
| 7D | +0.6% | -2.0% | +2.6% | +1.7% |
| 30D | +5.8% | -14.0% | +19.8% | +15.2% |
| 3M | -6.0% | -15.9% | +9.8% | +3.4% |
| 6M | +0.3% | -17.3% | +17.6% | +10.3% |
| YTD | -12.3% | +4.0% | -16.2% | -17.9% |
| 1Y | -11.2% | -7.1% | -4.1% | -10.7% |
| 3Y | +117.0% | +90.2% | +26.8% | +30.1% |
| 5Y | +93.2% | +131.1% | -37.9% | -3.0% |
| All | +448.7% | +764.8% | -316.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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