+448.7%
AXP vs TSEM
+779.3%
-330.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.1% | -2.2% |
| 7D | +0.6% | -17.5% | +18.1% | +4.0% |
| 30D | +5.8% | -44.7% | +50.5% | +17.5% |
| 3M | -6.0% | -38.9% | +32.9% | +1.1% |
| 6M | +0.3% | -36.7% | +37.0% | +2.7% |
| YTD | -12.3% | +17.0% | -29.2% | -25.3% |
| 1Y | -11.2% | +62.8% | -74.1% | -31.7% |
| 3Y | +117.0% | +471.3% | -354.3% | +12.5% |
| 5Y | +93.2% | +290.3% | -197.1% | +8.5% |
| All | +448.7% | +779.3% | -330.6% | +129.6% |
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