+5,653.3%
AXP vs TSEM
-31.2%
+5,684.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.8% | -6.1% | -1.8% |
| 7D | +0.6% | -17.5% | +18.1% | +2.6% |
| 30D | +5.8% | -44.7% | +50.5% | +12.6% |
| 3M | -6.0% | -38.9% | +32.9% | -1.7% |
| 6M | +0.3% | -36.7% | +37.0% | +2.5% |
| YTD | -12.3% | +17.0% | -29.2% | -17.7% |
| 1Y | -11.2% | +62.8% | -74.1% | -20.4% |
| 3Y | +117.0% | +471.3% | -354.3% | +65.4% |
| 5Y | +93.2% | +290.3% | -197.1% | +52.3% |
| 10Y | +461.2% | +790.1% | -328.9% | +295.7% |
| All | +5,653.3% | -31.2% | +5,684.6% | +3,565.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling