-6.7%
AXP vs TSEM
+79.9%
-86.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.7% | +10.9% | +2.3% |
| 7D | +4.6% | -23.1% | +27.7% | +5.1% |
| 30D | +9.7% | -40.4% | +50.1% | +10.7% |
| 3M | -3.8% | -37.9% | +34.1% | -3.1% |
| 6M | +4.8% | -30.8% | +35.6% | +4.3% |
| YTD | -9.1% | +26.7% | -35.8% | -13.6% |
| 1Y | -6.7% | +80.5% | -87.2% | -14.7% |
| All | -6.7% | +79.9% | -86.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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