+465.4%
AXP vs TSEM
+1,298.4%
-832.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -9.0% | -2.7% |
| 7D | -2.1% | +6.9% | -9.0% | -3.5% |
| 30D | -6.5% | +5.3% | -11.8% | -8.2% |
| 3M | +4.6% | -14.9% | +19.6% | +5.1% |
| 6M | +5.4% | +80.0% | -74.6% | -14.7% |
| YTD | -11.1% | +89.4% | -100.5% | -30.0% |
| 1Y | -0.3% | +253.1% | -253.4% | -34.9% |
| 3Y | +111.6% | +642.1% | -530.5% | +7.8% |
| 5Y | +117.6% | +659.1% | -541.5% | +6.5% |
| All | +465.4% | +1,298.4% | -832.9% | +112.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling