+118.0%
AXP vs TSCO
-2.4%
+120.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +0.6% | +1.7% | -1.1% | +0.1% |
| 30D | -4.3% | +2.8% | -7.2% | -5.1% |
| 3M | +4.7% | +17.9% | -13.2% | -0.3% |
| 6M | +9.0% | -28.6% | +37.6% | +19.4% |
| YTD | -11.1% | -28.0% | +16.9% | -3.5% |
| 1Y | +1.3% | -39.9% | +41.1% | +16.3% |
| 3Y | +114.5% | -14.0% | +128.5% | +115.6% |
| 5Y | +118.0% | -2.9% | +121.0% | +112.5% |
| All | +118.0% | -2.4% | +120.4% | +112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling