+86.1%
AXP vs TEL
+42.2%
+44.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | -0.1% | +4.5% | -4.6% | -2.5% |
| 30D | +4.4% | +2.9% | +1.6% | +2.5% |
| 3M | -6.4% | +1.1% | -7.6% | -7.9% |
| 6M | +4.2% | +5.0% | -0.8% | -0.5% |
| YTD | -12.4% | -3.9% | -8.5% | -13.9% |
| 1Y | -11.1% | -7.4% | -3.7% | -11.0% |
| 3Y | +114.9% | +81.0% | +33.9% | +31.1% |
| All | +86.1% | +42.2% | +44.0% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling