+151.0%
AXP vs TSLQ
-97.3%
+248.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.0% | +7.9% | -0.9% |
| 7D | +0.6% | -8.6% | +9.2% | -0.3% |
| 30D | -4.3% | -24.9% | +20.5% | -7.0% |
| 3M | +4.7% | -1.5% | +6.2% | +6.5% |
| 6M | +9.0% | -18.1% | +27.0% | +9.7% |
| YTD | -11.1% | -0.1% | -11.0% | -7.9% |
| 1Y | +1.3% | -51.4% | +52.7% | -2.2% |
| 3Y | +114.5% | -95.9% | +210.4% | +83.4% |
| All | +151.0% | -97.3% | +248.3% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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