+765.2%
AXP vs TTMI
+267.1%
+498.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -0.9% |
| 7D | -2.1% | +22.6% | -24.7% | -6.5% |
| 30D | +2.7% | -34.3% | +37.0% | +9.1% |
| 3M | -7.3% | -44.8% | +37.5% | +1.0% |
| 6M | +1.8% | -53.3% | +55.1% | +12.1% |
| YTD | -13.1% | +10.6% | -23.6% | -23.4% |
| 1Y | -13.7% | +8.2% | -21.9% | -24.4% |
| 3Y | +113.1% | +435.7% | -322.6% | +26.0% |
| 5Y | +85.9% | +434.2% | -348.2% | +7.3% |
| 10Y | +416.7% | +426.4% | -9.7% | +187.1% |
| All | +765.2% | +267.1% | +498.1% | +235.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling