-4.8%
TLT vs AXP
-11.3%
+6.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +6.2% | +5.8% | +0.4% | +5.7% |
| 3M | +0.1% | -6.0% | +6.1% | +0.5% |
| 6M | -3.0% | +0.3% | -3.3% | -3.0% |
| YTD | -2.7% | -12.3% | +9.5% | -2.4% |
| 1Y | -4.8% | -11.2% | +6.4% | -4.7% |
| All | -4.8% | -11.3% | +6.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling