-11.8%
TLT vs AXP
+428.9%
-440.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | -1.0% | -2.9% | +1.8% | -1.2% |
| 30D | +3.7% | +3.7% | 0.0% | +4.0% |
| 3M | -0.8% | -4.9% | +4.1% | -1.1% |
| 6M | -3.6% | +4.1% | -7.6% | -3.2% |
| YTD | -3.9% | -11.7% | +7.8% | -4.7% |
| 1Y | -6.2% | -11.7% | +5.5% | -7.0% |
| 3Y | +4.2% | +116.5% | -112.3% | +13.3% |
| 5Y | -34.7% | +89.5% | -124.2% | -29.4% |
| 10Y | -11.8% | +424.9% | -436.7% | +15.2% |
| All | -11.8% | +428.9% | -440.7% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 10y: compounded portfolio wealth divided by compounded AXP 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…
10y analysis · Full analysis span regression · 6 months rolling