-11.1%
AXP vs TLN
+1.6%
-12.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.0% |
| 7D | -0.1% | +11.0% | -11.2% | -0.8% |
| 30D | +4.4% | +4.9% | -0.5% | +4.0% |
| 3M | -6.4% | +4.9% | -11.3% | -6.9% |
| 6M | +4.2% | +7.1% | -3.0% | +2.9% |
| YTD | -12.4% | +0.3% | -12.7% | -13.1% |
| 1Y | -11.1% | +5.9% | -17.0% | -12.2% |
| All | -11.1% | +1.6% | -12.7% | -12.2% |
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