+13,634.3%
TSM vs AXP
+1,852.3%
+11,782.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.4% |
| 7D | +2.7% | -2.1% | +4.8% | +3.7% |
| 30D | +3.6% | -6.5% | +10.1% | +6.8% |
| 3M | -3.4% | +4.6% | -8.0% | -5.8% |
| 6M | +20.6% | +5.4% | +15.2% | +17.2% |
| YTD | +41.9% | -11.1% | +53.0% | +48.3% |
| 1Y | +84.4% | -0.3% | +84.7% | +81.6% |
| 3Y | +380.2% | +111.6% | +268.6% | +229.4% |
| 5Y | +275.3% | +117.6% | +157.8% | +147.9% |
| 10Y | +1,751.4% | +474.1% | +1,277.3% | +598.9% |
| All | +13,634.3% | +1,852.3% | +11,782.0% | +1,527.0% |
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