+464.9%
AXP vs TEL
+287.3%
+177.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +1.1% |
| 7D | +0.6% | -1.4% | +2.0% | +1.4% |
| 30D | -4.3% | -4.9% | +0.5% | -1.6% |
| 3M | +4.7% | +0.1% | +4.6% | +3.2% |
| 6M | +9.0% | +0.4% | +8.6% | +5.2% |
| YTD | -11.1% | -8.9% | -2.2% | -9.5% |
| 1Y | +1.3% | -0.3% | +1.6% | -4.5% |
| 3Y | +114.5% | +67.6% | +46.9% | +33.2% |
| 5Y | +118.0% | +50.7% | +67.4% | +44.0% |
| 10Y | +464.9% | +288.6% | +176.3% | +81.6% |
| All | +464.9% | +287.3% | +177.6% | +81.6% |
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