-0.3%
AXP vs TTMI
+171.3%
-171.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -10.0% | -1.4% |
| 7D | -2.1% | +5.9% | -8.0% | -2.3% |
| 30D | -6.5% | -4.3% | -2.2% | -6.5% |
| 3M | +4.6% | -32.0% | +36.7% | +5.5% |
| 6M | +5.4% | +19.5% | -14.0% | +2.8% |
| YTD | -11.1% | +82.0% | -93.1% | -14.7% |
| 1Y | -0.3% | +172.6% | -172.9% | -5.1% |
| All | -0.3% | +171.3% | -171.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling