-35.1%
TLT vs AXP
+91.8%
-127.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | +0.3% | -1.1% | +1.4% | +0.3% |
| 30D | +5.1% | +5.2% | -0.1% | +5.1% |
| 3M | -0.2% | -4.6% | +4.4% | -0.2% |
| 6M | -2.9% | +3.2% | -6.1% | -2.9% |
| YTD | -2.7% | -11.3% | +8.7% | -2.8% |
| 1Y | -4.6% | -11.0% | +6.4% | -4.7% |
| 3Y | +6.1% | +120.2% | -114.1% | +7.4% |
| 5Y | -35.1% | +91.7% | -126.9% | -35.7% |
| All | -35.1% | +91.8% | -127.0% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling