+1,410.4%
TSM vs AXP
+449.9%
+960.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.6% | +6.8% |
| 7D | -7.6% | +0.6% | -8.1% | -7.8% |
| 30D | -20.5% | +5.8% | -26.3% | -22.5% |
| 3M | -10.0% | -6.0% | -4.0% | -7.9% |
| 6M | -10.1% | +0.3% | -10.4% | -10.8% |
| YTD | +24.5% | -12.3% | +36.8% | +30.0% |
| 1Y | +31.2% | -11.2% | +42.4% | +36.1% |
| 3Y | +322.0% | +117.0% | +205.0% | +199.5% |
| 5Y | +245.3% | +93.2% | +152.1% | +152.1% |
| All | +1,410.4% | +449.9% | +960.5% | +812.7% |
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