+592.6%
AXP vs TEL
+723.0%
-130.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | -2.1% | +3.0% | -5.1% | -4.2% |
| 30D | -6.5% | -3.9% | -2.6% | -4.4% |
| 3M | +4.6% | -5.1% | +9.8% | +6.9% |
| 6M | +5.4% | +0.6% | +4.8% | +1.7% |
| YTD | -11.1% | -7.3% | -3.8% | -10.5% |
| 1Y | -0.3% | +1.1% | -1.4% | -6.6% |
| 3Y | +111.6% | +63.7% | +47.9% | +36.8% |
| 5Y | +117.6% | +50.7% | +66.9% | +47.0% |
| 10Y | +474.1% | +290.2% | +184.0% | +89.1% |
| All | +592.6% | +723.0% | -130.5% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling