+273.1%
TSM vs AXP
+118.2%
+155.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.4% |
| 7D | +2.7% | -2.1% | +4.8% | +3.8% |
| 30D | +3.6% | -6.5% | +10.1% | +6.9% |
| 3M | -3.4% | +4.6% | -8.0% | -6.0% |
| 6M | +20.6% | +5.4% | +15.2% | +16.9% |
| YTD | +41.9% | -11.1% | +53.0% | +48.6% |
| 1Y | +84.4% | -0.3% | +84.7% | +80.7% |
| 3Y | +380.2% | +111.6% | +268.6% | +218.2% |
| All | +273.1% | +118.2% | +155.0% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling