+265.7%
TSM vs AXP
+86.8%
+178.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | +6.2% | -0.1% | +6.3% | +6.3% |
| 30D | -7.3% | +4.4% | -11.7% | -9.4% |
| 3M | -7.1% | -6.4% | -0.7% | -4.4% |
| 6M | +0.2% | +4.2% | -3.9% | -2.7% |
| YTD | +32.2% | -12.4% | +44.6% | +39.2% |
| 1Y | +42.8% | -11.1% | +53.9% | +48.9% |
| 3Y | +330.4% | +114.9% | +215.5% | +176.5% |
| All | +265.7% | +86.8% | +178.9% | +144.0% |
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