-49.1%
TSLL vs AXP
+122.3%
-171.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.2% | -8.5% | -9.6% |
| 7D | -9.4% | +4.6% | -14.0% | -15.7% |
| 30D | +1.6% | +9.7% | -8.2% | -12.5% |
| 3M | +29.4% | -3.8% | +33.2% | +35.5% |
| 6M | -20.1% | +4.8% | -24.9% | -26.6% |
| YTD | -44.5% | -9.1% | -35.4% | -37.8% |
| 1Y | -46.0% | -6.7% | -39.3% | -42.1% |
| 3Y | -4.3% | +125.2% | -129.5% | -67.3% |
| All | -49.1% | +122.3% | -171.5% | -80.9% |
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