-0.3%
AXP vs TLN
-17.2%
+16.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.4% |
| 7D | -2.1% | +7.1% | -9.2% | -2.6% |
| 30D | -6.5% | -3.9% | -2.6% | -6.4% |
| 3M | +4.6% | -16.2% | +20.8% | +5.6% |
| 6M | +5.4% | -5.8% | +11.2% | +5.4% |
| YTD | -11.1% | -15.4% | +4.3% | -10.5% |
| 1Y | -0.3% | -16.7% | +16.4% | +1.9% |
| All | -0.3% | -17.2% | +16.9% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling