+407.0%
AXP vs TTMI
+394.2%
+12.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.4% |
| 7D | -0.1% | +11.4% | -11.5% | -2.8% |
| 30D | +4.4% | -28.3% | +32.7% | +9.5% |
| 3M | -6.4% | -46.7% | +40.2% | +3.8% |
| 6M | +4.2% | -56.1% | +60.3% | +17.8% |
| YTD | -12.4% | +7.4% | -19.7% | -27.2% |
| 1Y | -11.1% | +17.4% | -28.5% | -29.1% |
| 3Y | +114.9% | +429.1% | -314.3% | -4.3% |
| 5Y | +87.4% | +418.8% | -331.3% | -20.2% |
| All | +407.0% | +394.2% | +12.8% | +94.4% |
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