+117.0%
AXP vs TEL
+50.9%
+66.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.1% | +3.0% | -5.1% | -3.8% |
| 30D | -6.5% | -3.9% | -2.6% | -4.8% |
| 3M | +4.6% | -5.1% | +9.8% | +6.6% |
| 6M | +5.4% | +0.6% | +4.8% | +2.4% |
| YTD | -11.1% | -7.3% | -3.8% | -10.3% |
| 1Y | -0.3% | +1.1% | -1.4% | -6.0% |
| 3Y | +111.6% | +63.7% | +47.9% | +39.9% |
| All | +117.0% | +50.9% | +66.1% | +49.2% |
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