+151.0%
AXP vs TSLQ
-97.0%
+248.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.0% | -13.1% | +0.3% |
| 7D | -2.1% | -5.8% | +3.7% | -2.6% |
| 30D | -6.5% | -22.1% | +15.6% | -8.8% |
| 3M | +4.6% | +10.1% | -5.4% | +8.0% |
| 6M | +5.4% | -6.8% | +12.2% | +7.7% |
| YTD | -11.1% | +8.5% | -19.7% | -7.0% |
| 1Y | -0.3% | -49.7% | +49.4% | -3.5% |
| 3Y | +111.6% | -95.6% | +207.2% | +82.0% |
| All | +151.0% | -97.0% | +248.1% | +123.3% |
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 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