+11,237.1%
TSM vs AXP
+1,851.2%
+9,385.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.3% | -8.5% | -9.7% |
| 7D | -18.2% | +0.4% | -18.6% | -18.3% |
| 30D | -26.8% | +7.0% | -33.8% | -29.2% |
| 3M | -14.5% | -6.6% | -7.9% | -12.1% |
| 6M | -10.0% | +3.5% | -13.5% | -12.0% |
| YTD | +17.1% | -11.2% | +28.3% | +22.1% |
| 1Y | +21.5% | -10.2% | +31.7% | +25.9% |
| 3Y | +300.4% | +120.0% | +180.3% | +169.2% |
| 5Y | +224.7% | +95.6% | +129.1% | +125.7% |
| 10Y | +1,372.7% | +468.1% | +904.5% | +459.0% |
| All | +11,237.1% | +1,851.2% | +9,385.9% | +1,240.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling