+100.9%
AXP vs TLN
+581.9%
-481.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.9% |
| 7D | +0.4% | -9.4% | +9.7% | +1.5% |
| 30D | +7.0% | -15.2% | +22.3% | +9.0% |
| 3M | -6.6% | -4.1% | -2.5% | -6.8% |
| 6M | +3.5% | -17.8% | +21.3% | +4.9% |
| YTD | -11.2% | -15.6% | +4.5% | -11.0% |
| 1Y | -10.2% | -21.6% | +11.5% | -9.1% |
| 3Y | +120.0% | +497.6% | -377.5% | +51.0% |
| All | +100.9% | +581.9% | -481.0% | +37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling