+6.8%
TMO vs AXP
+117.7%
-110.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.7% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +1.5% | -4.3% | +5.9% | +3.2% |
| 3M | +28.5% | +4.7% | +23.8% | +25.9% |
| 6M | +20.4% | +9.0% | +11.4% | +16.5% |
| YTD | +4.3% | -11.1% | +15.4% | +8.2% |
| 1Y | +24.1% | +1.3% | +22.8% | +22.2% |
| 3Y | +17.5% | +114.5% | -97.0% | -12.4% |
| 5Y | +6.8% | +118.0% | -111.2% | -21.8% |
| All | +6.8% | +117.7% | -110.9% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling