+89.6%
AXP vs TSEM
+306.6%
-217.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.1% |
| 7D | -0.6% | -9.5% | +8.9% | +0.4% |
| 30D | +5.0% | -35.5% | +40.4% | +10.3% |
| 3M | -4.2% | -41.6% | +37.3% | +1.3% |
| 6M | +2.9% | -30.1% | +33.0% | +2.7% |
| YTD | -11.6% | +25.7% | -37.3% | -23.3% |
| 1Y | -11.1% | +50.5% | -61.5% | -26.3% |
| 3Y | +116.7% | +501.7% | -385.0% | +26.0% |
| 5Y | +89.6% | +310.9% | -221.3% | +17.3% |
| All | +89.6% | +306.6% | -217.0% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling