+89.6%
AXP vs TSN
-14.6%
+104.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.6% | +4.6% | -4.0% | -0.6% |
| 30D | +5.8% | +15.4% | -9.6% | +1.9% |
| 3M | -6.0% | +2.9% | -8.9% | -6.9% |
| 6M | +0.3% | -10.8% | +11.1% | +3.0% |
| YTD | -12.3% | +4.5% | -16.7% | -14.3% |
| 1Y | -11.2% | +19.5% | -30.8% | -17.0% |
| 3Y | +117.0% | +42.2% | +74.8% | +86.3% |
| All | +89.6% | -14.6% | +104.1% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling