+469.1%
AXP vs TT
+887.4%
-418.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.5% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -6.5% | -7.4% | +0.8% | -2.2% |
| 3M | +4.6% | -3.2% | +7.8% | +5.8% |
| 6M | +5.4% | +1.1% | +4.3% | +2.8% |
| YTD | -11.1% | +15.6% | -26.7% | -21.2% |
| 1Y | -0.3% | +9.2% | -9.5% | -8.8% |
| 3Y | +111.6% | +124.4% | -12.8% | +14.7% |
| 5Y | +117.6% | +138.0% | -20.4% | +10.0% |
| All | +469.1% | +887.4% | -418.2% | +21.9% |
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