-11.2%
AXP vs TSLQ
-4.4%
-6.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.2% | -1.8% |
| 7D | +0.6% | +19.7% | -19.1% | +2.1% |
| 30D | +5.8% | +4.1% | +1.7% | +6.5% |
| 3M | -6.0% | -30.9% | +24.9% | -7.9% |
| 6M | +0.3% | -13.6% | +13.9% | +0.6% |
| YTD | -12.3% | -2.6% | -9.7% | -10.4% |
| 1Y | -11.2% | -10.4% | -0.8% | -9.3% |
| All | -11.2% | -4.4% | -6.8% | -9.3% |
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