+115.4%
AXP vs TSCO
-14.7%
+130.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | -6.5% | +5.5% | -12.0% | -7.9% |
| 3M | +4.6% | +20.0% | -15.3% | -0.6% |
| 6M | +5.4% | -29.8% | +35.2% | +15.9% |
| YTD | -11.1% | -28.7% | +17.5% | -3.6% |
| 1Y | -0.3% | -40.9% | +40.6% | +15.3% |
| All | +115.4% | -14.7% | +130.1% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling