+117.0%
AXP vs TSEM
+657.0%
-540.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -9.0% | -2.2% |
| 7D | -2.1% | +6.9% | -9.0% | -3.1% |
| 30D | -6.5% | +5.3% | -11.8% | -7.7% |
| 3M | +4.6% | -14.9% | +19.6% | +5.1% |
| 6M | +5.4% | +80.0% | -74.6% | -10.3% |
| YTD | -11.1% | +89.4% | -100.5% | -26.0% |
| 1Y | -0.3% | +253.1% | -253.4% | -29.2% |
| 3Y | +111.6% | +642.1% | -530.5% | +22.6% |
| All | +117.0% | +657.0% | -540.0% | +24.9% |
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 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