+147.5%
AXP vs TSLQ
-97.8%
+245.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +1.2% |
| 7D | -0.1% | -16.8% | +16.7% | -2.1% |
| 30D | +4.4% | -18.0% | +22.4% | +2.8% |
| 3M | -6.4% | -34.5% | +28.1% | -9.7% |
| 6M | +4.2% | -8.9% | +13.1% | +6.3% |
| YTD | -12.4% | -19.0% | +6.6% | -10.6% |
| 1Y | -11.1% | -38.2% | +27.1% | -11.8% |
| 3Y | +114.9% | -96.9% | +211.8% | +77.0% |
| All | +147.5% | -97.8% | +245.3% | +114.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling