-60.9%
TSLL vs AXP
-8.6%
-52.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.3% | -19.6% | -19.9% |
| 7D | -28.9% | +0.4% | -29.3% | -28.7% |
| 30D | -21.4% | +7.0% | -28.5% | -25.5% |
| 3M | +5.0% | -6.6% | +11.6% | +11.8% |
| 6M | -36.6% | +3.5% | -40.0% | -36.7% |
| YTD | -56.6% | -11.2% | -45.5% | -52.5% |
| 1Y | -60.9% | -10.2% | -50.7% | -57.3% |
| All | -60.9% | -8.6% | -52.2% | -57.3% |
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