+1,598.5%
TSM vs AXP
+435.0%
+1,163.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -2.1% | -0.6% | -1.4% | -1.8% |
| 30D | -12.5% | +5.0% | -17.5% | -14.4% |
| 3M | -5.0% | -4.2% | -0.8% | -3.6% |
| 6M | -3.2% | +2.9% | -6.2% | -5.0% |
| YTD | +31.5% | -11.6% | +43.1% | +36.9% |
| 1Y | +35.7% | -11.1% | +46.8% | +40.7% |
| 3Y | +323.5% | +116.7% | +206.8% | +200.1% |
| 5Y | +263.4% | +89.6% | +173.8% | +166.6% |
| 10Y | +1,598.5% | +428.4% | +1,170.1% | +814.3% |
| All | +1,598.5% | +435.0% | +1,163.5% | +814.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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