-11.1%
AXP vs TSEM
+40.2%
-51.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.9% | +7.7% | +0.9% |
| 7D | -0.1% | +7.0% | -7.1% | -0.2% |
| 30D | +4.4% | -29.8% | +34.2% | +4.9% |
| 3M | -6.4% | -41.9% | +35.5% | -5.7% |
| 6M | +4.2% | -45.8% | +49.9% | +4.7% |
| YTD | -12.4% | +25.1% | -37.5% | -17.0% |
| 1Y | -11.1% | +48.2% | -59.3% | -17.9% |
| All | -11.1% | +40.2% | -51.3% | -17.9% |
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