+147.8%
AXP vs TSLQ
-97.3%
+245.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.2% | -2.2% |
| 7D | +0.6% | +19.7% | -19.1% | +3.0% |
| 30D | +5.8% | +4.1% | +1.7% | +6.9% |
| 3M | -6.0% | -30.9% | +24.9% | -8.9% |
| 6M | +0.3% | -13.6% | +13.9% | +1.5% |
| YTD | -12.3% | -2.6% | -9.7% | -8.7% |
| 1Y | -11.2% | -10.4% | -0.8% | -7.9% |
| 3Y | +117.0% | -96.4% | +213.4% | +81.6% |
| All | +147.8% | -97.3% | +245.2% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling