+130.4%
TLT vs AXP
+1,469.6%
-1,339.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | 0.0% |
| 7D | +0.5% | +0.4% | +0.2% | +0.6% |
| 30D | +6.0% | +7.0% | -1.0% | +6.8% |
| 3M | -0.9% | -6.6% | +5.7% | -1.6% |
| 6M | -2.6% | +3.5% | -6.1% | -2.2% |
| YTD | -3.1% | -11.2% | +8.1% | -4.1% |
| 1Y | -4.4% | -10.2% | +5.8% | -5.2% |
| 3Y | +5.5% | +120.0% | -114.6% | +16.6% |
| 5Y | -34.7% | +95.6% | -130.3% | -28.1% |
| 10Y | -17.6% | +468.1% | -485.7% | +7.5% |
| All | +130.4% | +1,469.6% | -1,339.2% | +268.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling