-11.6%
AXP vs TSLQ
-22.7%
+11.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.3% |
| 7D | -0.6% | +4.7% | -5.3% | 0.0% |
| 30D | +5.0% | -5.6% | +10.5% | +5.0% |
| 3M | -4.2% | -34.6% | +30.3% | -6.5% |
| 6M | +2.9% | -11.4% | +14.3% | +4.1% |
| YTD | -11.6% | -14.1% | +2.5% | -10.2% |
| All | -11.6% | -22.7% | +11.1% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling