+43.5%
TSM vs AXP
-11.2%
+54.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +4.4% | -2.9% | +7.3% | +5.3% |
| 30D | -7.0% | +3.7% | -10.7% | -7.8% |
| 3M | -1.8% | -4.9% | +3.1% | -0.3% |
| 6M | +2.7% | +4.1% | -1.4% | +0.7% |
| YTD | +37.1% | -11.7% | +48.8% | +38.1% |
| 1Y | +43.5% | -11.7% | +55.2% | +44.8% |
| All | +43.5% | -11.2% | +54.6% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling