+98.5%
AXP vs TLN
+630.2%
-531.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -2.1% |
| 7D | +0.6% | -1.3% | +1.9% | +0.6% |
| 30D | +5.8% | -10.5% | +16.3% | +7.0% |
| 3M | -6.0% | +0.1% | -6.1% | -6.7% |
| 6M | +0.3% | -17.4% | +17.7% | +1.8% |
| YTD | -12.3% | -9.7% | -2.6% | -12.9% |
| 1Y | -11.2% | -12.3% | +1.0% | -11.6% |
| 3Y | +117.0% | +528.3% | -411.2% | +48.1% |
| All | +98.5% | +630.2% | -531.8% | +34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling