+440.3%
AXP vs TEL
+304.7%
+135.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.6% | -2.6% |
| 7D | -1.1% | +0.6% | -1.7% | -1.7% |
| 30D | +5.2% | +0.2% | +5.0% | +4.5% |
| 3M | -4.6% | +1.5% | -6.1% | -6.9% |
| 6M | +3.2% | +6.9% | -3.7% | -3.9% |
| YTD | -11.3% | -2.8% | -8.5% | -14.3% |
| 1Y | -11.0% | -8.8% | -2.2% | -10.5% |
| 3Y | +120.2% | +84.3% | +35.9% | +27.0% |
| 5Y | +91.7% | +46.8% | +44.9% | +29.4% |
| 10Y | +440.3% | +294.7% | +145.6% | +76.6% |
| All | +440.3% | +304.7% | +135.6% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling