-6.7%
AXP vs TTMI
+9.6%
-16.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -10.1% | +12.3% | +2.3% |
| 7D | +4.6% | -19.2% | +23.8% | +5.0% |
| 30D | +9.7% | -44.9% | +54.6% | +11.1% |
| 3M | -3.8% | -44.7% | +41.0% | -2.7% |
| 6M | +4.8% | -53.4% | +58.2% | +5.8% |
| YTD | -9.1% | +6.3% | -15.4% | -12.6% |
| 1Y | -6.7% | +10.7% | -17.4% | -11.0% |
| All | -6.7% | +9.6% | -16.3% | -11.0% |
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