-21.2%
TSLL vs AXP
+0.8%
-21.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +1.0% |
| 7D | +5.1% | -2.5% | +7.6% | +7.7% |
| 30D | +20.0% | -5.0% | +25.0% | +25.8% |
| 3M | -23.8% | +1.4% | -25.1% | -22.9% |
| 6M | -30.3% | +6.0% | -36.3% | -31.7% |
| YTD | -47.7% | -12.3% | -35.3% | -41.3% |
| 1Y | -21.2% | +0.3% | -21.5% | -18.4% |
| All | -21.2% | +0.8% | -21.9% | -18.4% |
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