+428.4%
AXP vs TTMI
+415.6%
+12.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +0.6% |
| 7D | -0.6% | -11.5% | +10.9% | +1.4% |
| 30D | +5.0% | -40.3% | +45.3% | +14.7% |
| 3M | -4.2% | -44.5% | +40.2% | +5.1% |
| 6M | +2.9% | -54.1% | +57.0% | +14.9% |
| YTD | -11.6% | +4.7% | -16.3% | -26.0% |
| 1Y | -11.1% | +3.3% | -14.4% | -26.4% |
| 3Y | +116.7% | +407.2% | -290.5% | -2.3% |
| 5Y | +89.6% | +406.5% | -316.9% | -18.8% |
| 10Y | +428.4% | +420.4% | +8.0% | +103.0% |
| All | +428.4% | +415.6% | +12.8% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling