+25.8%
TMO vs AXP
+1.4%
+24.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.4% |
| 7D | -1.4% | -2.1% | +0.8% | -0.7% |
| 30D | +6.2% | -6.5% | +12.8% | +8.6% |
| 3M | +27.5% | +4.6% | +22.8% | +24.8% |
| 6M | +20.0% | +5.4% | +14.5% | +17.8% |
| YTD | +6.1% | -11.1% | +17.3% | +7.0% |
| 1Y | +25.8% | -0.3% | +26.2% | +27.2% |
| All | +25.8% | +1.4% | +24.4% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling