+386.6%
TMO vs AXP
+418.6%
-32.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +4.0% | +4.4% | -0.4% | +2.7% |
| 3M | +17.6% | -6.4% | +24.0% | +19.8% |
| 6M | +57.3% | +4.2% | +53.1% | +54.9% |
| YTD | +21.2% | -12.4% | +33.5% | +25.3% |
| 1Y | +21.1% | -11.1% | +32.2% | +24.6% |
| 3Y | +58.8% | +114.9% | -56.0% | +26.7% |
| 5Y | +11.8% | +87.4% | -75.6% | -9.1% |
| All | +386.6% | +418.6% | -32.0% | +203.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling