+9,667.5%
TMO vs AXP
+6,623.2%
+3,044.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.8% | -0.6% | +3.5% | +3.1% |
| 30D | +9.1% | +5.0% | +4.2% | +7.5% |
| 3M | +19.9% | -4.2% | +24.1% | +21.3% |
| 6M | +54.7% | +2.9% | +51.8% | +52.9% |
| YTD | +24.3% | -11.6% | +35.9% | +28.3% |
| 1Y | +25.0% | -11.1% | +36.1% | +28.8% |
| 3Y | +61.7% | +116.7% | -55.0% | +26.3% |
| 5Y | +16.2% | +89.6% | -73.4% | -7.3% |
| 10Y | +378.7% | +428.4% | -49.7% | +161.3% |
| All | +9,667.5% | +6,623.2% | +3,044.2% | +2,621.7% |
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