+150.4%
AXP vs TSLQ
-97.6%
+248.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -11.1% | +12.1% | -0.2% |
| 7D | -1.1% | +8.5% | -9.6% | +0.2% |
| 30D | +5.2% | -4.8% | +10.0% | +5.3% |
| 3M | -4.6% | -34.9% | +30.3% | -8.0% |
| 6M | +3.2% | -10.6% | +13.8% | +5.0% |
| YTD | -11.3% | -13.4% | +2.0% | -8.9% |
| 1Y | -11.0% | -25.9% | +14.9% | -9.6% |
| 3Y | +120.2% | -96.9% | +217.1% | +80.3% |
| All | +150.4% | -97.6% | +248.0% | +118.8% |
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