+101.0%
AXP vs TLN
+583.6%
-482.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.6% |
| 7D | -2.1% | +7.1% | -9.2% | -3.1% |
| 30D | -6.5% | -3.9% | -2.6% | -6.2% |
| 3M | +4.6% | -16.2% | +20.8% | +6.6% |
| 6M | +5.4% | -5.8% | +11.2% | +5.0% |
| YTD | -11.1% | -15.4% | +4.3% | -10.4% |
| 1Y | -0.3% | -16.7% | +16.4% | 0.0% |
| 3Y | +111.6% | +473.8% | -362.2% | +46.9% |
| All | +101.0% | +583.6% | -482.5% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling