-0.3%
AXP vs TSCO
-40.6%
+40.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | -6.5% | +5.5% | -12.0% | -7.2% |
| 3M | +4.6% | +20.0% | -15.3% | +2.0% |
| 6M | +5.4% | -29.8% | +35.2% | +9.3% |
| YTD | -11.1% | -28.7% | +17.5% | -10.2% |
| 1Y | -0.3% | -40.9% | +40.6% | +7.6% |
| All | -0.3% | -40.6% | +40.3% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 1y: compounded portfolio wealth divided by compounded TSCO 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…
1y analysis · Full analysis span regression · 6 months rolling