+86.1%
AXP vs TTMI
+416.2%
-330.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.2% |
| 7D | -0.1% | +11.4% | -11.5% | -1.9% |
| 30D | +4.4% | -28.3% | +32.7% | +8.0% |
| 3M | -6.4% | -46.7% | +40.2% | +0.7% |
| 6M | +4.2% | -56.1% | +60.3% | +13.8% |
| YTD | -12.4% | +7.4% | -19.7% | -24.6% |
| 1Y | -11.1% | +17.4% | -28.5% | -26.2% |
| 3Y | +114.9% | +429.1% | -314.3% | +7.0% |
| All | +86.1% | +416.2% | -330.1% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling