+116.7%
AXP vs TTMI
+419.6%
-302.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +0.1% |
| 7D | -0.6% | -11.5% | +10.9% | +0.3% |
| 30D | +5.0% | -40.3% | +45.3% | +9.5% |
| 3M | -4.2% | -44.5% | +40.2% | +0.3% |
| 6M | +2.9% | -54.1% | +57.0% | +8.6% |
| YTD | -11.6% | +4.7% | -16.3% | -21.8% |
| 1Y | -11.1% | +3.3% | -14.4% | -21.8% |
| 3Y | +116.7% | +407.2% | -290.5% | +19.3% |
| All | +116.7% | +419.6% | -302.9% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling