+9,714.1%
TMO vs AXP
+6,640.9%
+3,073.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.8% | +3.6% |
| 7D | +5.7% | -1.1% | +6.8% | +6.1% |
| 30D | +9.7% | +5.2% | +4.4% | +7.9% |
| 3M | +21.6% | -4.6% | +26.2% | +23.1% |
| 6M | +55.5% | +3.2% | +52.2% | +53.5% |
| YTD | +24.9% | -11.3% | +36.2% | +28.8% |
| 1Y | +26.5% | -11.0% | +37.5% | +30.3% |
| 3Y | +64.0% | +120.2% | -56.2% | +27.5% |
| 5Y | +18.3% | +91.7% | -73.4% | -5.9% |
| 10Y | +388.2% | +440.3% | -52.1% | +164.7% |
| All | +9,714.1% | +6,640.9% | +3,073.2% | +2,632.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling