+407.0%
AXP vs TSN
+14.5%
+392.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.1% | -1.4% | +1.3% | +0.4% |
| 30D | +4.4% | +8.5% | -4.0% | +1.1% |
| 3M | -6.4% | +5.3% | -11.7% | -8.6% |
| 6M | +4.2% | -10.5% | +14.6% | +8.0% |
| YTD | -12.4% | +3.0% | -15.3% | -14.8% |
| 1Y | -11.1% | +12.1% | -23.2% | -16.8% |
| 3Y | +114.9% | +43.1% | +71.8% | +76.0% |
| 5Y | +87.4% | -15.1% | +102.5% | +90.8% |
| All | +407.0% | +14.5% | +392.5% | +335.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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