+467.1%
AXP vs TSCO
+189.4%
+277.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.3% | -0.3% |
| 7D | -2.5% | -2.5% | 0.0% | -1.8% |
| 30D | -5.0% | -1.1% | -3.9% | -4.8% |
| 3M | +1.4% | +14.3% | -12.9% | -2.7% |
| 6M | +6.0% | -31.9% | +37.9% | +17.2% |
| YTD | -12.3% | -30.7% | +18.4% | -4.0% |
| 1Y | +0.3% | -41.1% | +41.3% | +15.0% |
| 3Y | +111.7% | -17.1% | +128.8% | +116.6% |
| 5Y | +114.5% | -7.5% | +122.1% | +108.9% |
| 10Y | +467.1% | +192.6% | +274.5% | +291.5% |
| All | +467.1% | +189.4% | +277.6% | +291.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling