+778.9%
AXP vs TTMI
+278.7%
+500.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.0% | -9.1% | -2.0% |
| 7D | -2.9% | +7.2% | -10.1% | -4.8% |
| 30D | +3.7% | -28.7% | +32.4% | +8.3% |
| 3M | -4.9% | -39.8% | +34.9% | +1.7% |
| 6M | +4.1% | -51.7% | +55.8% | +13.8% |
| YTD | -11.7% | +14.1% | -25.7% | -22.7% |
| 1Y | -11.7% | +16.0% | -27.7% | -23.8% |
| 3Y | +116.5% | +452.7% | -336.2% | +27.2% |
| 5Y | +89.5% | +451.5% | -362.0% | +8.6% |
| 10Y | +424.9% | +443.1% | -18.2% | +189.8% |
| All | +778.9% | +278.7% | +500.2% | +238.5% |
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 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