+465.4%
AXP vs TTMI
+1,052.3%
-586.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -10.0% | -3.2% |
| 7D | -2.1% | +5.9% | -8.0% | -3.6% |
| 30D | -6.5% | -4.3% | -2.2% | -6.3% |
| 3M | +4.6% | -32.0% | +36.7% | +12.0% |
| 6M | +5.4% | +19.5% | -14.0% | -6.2% |
| YTD | -11.1% | +82.0% | -93.1% | -31.8% |
| 1Y | -0.3% | +172.6% | -172.9% | -34.7% |
| 3Y | +111.6% | +744.7% | -633.1% | -10.1% |
| 5Y | +117.6% | +805.6% | -688.0% | -13.7% |
| All | +465.4% | +1,052.3% | -586.8% | +97.8% |
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