+224.7%
TSM vs AXP
+96.1%
+128.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.3% | -8.5% | -9.6% |
| 7D | -18.2% | +0.4% | -18.6% | -18.3% |
| 30D | -26.8% | +7.0% | -33.8% | -29.3% |
| 3M | -14.5% | -6.6% | -7.9% | -11.8% |
| 6M | -10.0% | +3.5% | -13.5% | -12.3% |
| YTD | +17.1% | -11.2% | +28.3% | +22.5% |
| 1Y | +21.5% | -10.2% | +31.7% | +26.1% |
| 3Y | +300.4% | +120.0% | +180.3% | +154.4% |
| 5Y | +224.7% | +95.6% | +129.1% | +112.2% |
| All | +224.7% | +96.1% | +128.6% | +112.2% |
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