+6,588.2%
AXP vs TSCO
+49,750.0%
-43,161.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | -6.5% | +5.5% | -12.0% | -7.1% |
| 3M | +4.6% | +20.0% | -15.3% | +2.5% |
| 6M | +5.4% | -29.8% | +35.2% | +9.3% |
| YTD | -11.1% | -28.7% | +17.5% | -8.2% |
| 1Y | -0.3% | -40.9% | +40.6% | +5.1% |
| 3Y | +111.6% | -15.9% | +127.5% | +114.0% |
| 5Y | +117.6% | -3.5% | +121.0% | +115.9% |
| 10Y | +474.1% | +142.2% | +331.9% | +412.0% |
| All | +6,588.2% | +49,750.0% | -43,161.8% | +4,546.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling