+333.8%
TMO vs AXP
+461.7%
-127.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.8% | +0.8% |
| 7D | -0.5% | -2.5% | +2.0% | +0.3% |
| 30D | +1.0% | -5.0% | +6.0% | +2.5% |
| 3M | +22.7% | +1.4% | +21.4% | +22.0% |
| 6M | +19.0% | +6.0% | +13.0% | +17.0% |
| YTD | +4.7% | -12.3% | +17.0% | +8.3% |
| 1Y | +26.0% | +0.3% | +25.7% | +25.1% |
| 3Y | +18.0% | +111.7% | -93.7% | -5.3% |
| 5Y | +8.0% | +114.5% | -106.6% | -14.9% |
| 10Y | +333.8% | +467.1% | -133.3% | +168.6% |
| All | +333.8% | +461.7% | -127.9% | +168.6% |
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