+6,763.5%
AXP vs TT
+14,782.0%
-8,018.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +3.0% |
| 7D | +4.6% | -8.5% | +13.1% | +9.2% |
| 30D | +9.7% | -12.8% | +22.5% | +17.0% |
| 3M | -3.8% | -12.9% | +9.1% | +2.4% |
| 6M | +4.8% | -15.2% | +20.0% | +12.2% |
| YTD | -9.1% | +6.2% | -15.3% | -14.1% |
| 1Y | -6.7% | -4.5% | -2.2% | -7.0% |
| 3Y | +125.2% | +93.6% | +31.6% | +54.1% |
| 5Y | +105.0% | +141.1% | -36.1% | +23.3% |
| 10Y | +481.5% | +796.8% | -315.3% | +83.3% |
| All | +6,763.5% | +14,782.0% | -8,018.5% | +437.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling