-6.7%
AXP vs TSCO
-28.6%
+21.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.5% |
| 7D | +4.6% | +15.7% | -11.1% | +2.4% |
| 30D | +9.7% | +16.4% | -6.7% | +7.4% |
| 3M | -3.8% | +11.2% | -15.0% | -5.2% |
| 6M | +4.8% | +14.9% | -10.1% | +2.6% |
| YTD | -9.1% | -25.4% | +16.3% | -10.6% |
| 1Y | -6.7% | -29.4% | +22.7% | -6.2% |
| All | -6.7% | -28.6% | +21.9% | -6.2% |
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