+448.7%
AXP vs TTMI
+352.8%
+95.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.9% | -8.1% | -2.7% |
| 7D | +0.6% | -19.8% | +20.4% | +4.9% |
| 30D | +5.8% | -48.1% | +53.9% | +19.5% |
| 3M | -6.0% | -51.2% | +45.2% | +6.5% |
| 6M | +0.3% | -59.6% | +59.9% | +15.6% |
| YTD | -12.3% | -3.6% | -8.6% | -25.1% |
| 1Y | -11.2% | -2.3% | -8.9% | -25.7% |
| 3Y | +117.0% | +369.4% | -252.3% | -0.5% |
| 5Y | +93.2% | +365.4% | -272.3% | -15.6% |
| All | +448.7% | +352.8% | +95.9% | +113.4% |
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