-54.3%
TSLL vs AXP
-11.3%
-43.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.9% | +9.7% |
| 7D | -21.2% | +0.6% | -21.8% | -21.3% |
| 30D | -13.3% | +5.8% | -19.1% | -17.1% |
| 3M | +15.4% | -6.0% | +21.4% | +22.1% |
| 6M | -34.2% | +0.3% | -34.5% | -32.7% |
| YTD | -52.9% | -12.3% | -40.6% | -47.8% |
| 1Y | -54.3% | -11.2% | -43.1% | -49.6% |
| All | -54.3% | -11.3% | -43.0% | -49.6% |
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