+440.3%
AXP vs TTMI
+476.8%
-36.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +13.3% | -12.2% | -1.9% |
| 7D | -1.1% | -1.6% | +0.5% | -1.5% |
| 30D | +5.2% | -37.7% | +43.0% | +13.9% |
| 3M | -4.6% | -45.1% | +40.5% | +5.2% |
| 6M | +3.2% | -52.1% | +55.3% | +14.2% |
| YTD | -11.3% | +9.2% | -20.5% | -26.5% |
| 1Y | -11.0% | +12.9% | -23.9% | -28.1% |
| 3Y | +120.2% | +445.5% | -325.3% | -2.7% |
| 5Y | +91.7% | +427.9% | -336.2% | -18.6% |
| 10Y | +440.3% | +449.9% | -9.5% | +105.3% |
| All | +440.3% | +476.8% | -36.5% | +105.3% |
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