+116.7%
AXP vs TSN
+43.3%
+73.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.6% | +5.8% | -6.5% | -1.5% |
| 30D | +5.0% | +12.8% | -7.9% | +3.0% |
| 3M | -4.2% | +6.5% | -10.7% | -5.3% |
| 6M | +2.9% | -10.3% | +13.2% | +4.3% |
| YTD | -11.6% | +5.5% | -17.1% | -13.1% |
| 1Y | -11.1% | +15.8% | -26.9% | -14.4% |
| 3Y | +116.7% | +42.5% | +74.2% | +97.6% |
| All | +116.7% | +43.3% | +73.4% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling