-60.3%
TSLL vs AXP
+117.2%
-177.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.3% | -19.6% | -18.4% |
| 7D | -28.9% | +0.4% | -29.3% | -28.9% |
| 30D | -21.4% | +7.0% | -28.5% | -29.1% |
| 3M | +5.0% | -6.6% | +11.6% | +16.1% |
| 6M | -36.6% | +3.5% | -40.0% | -40.1% |
| YTD | -56.6% | -11.2% | -45.5% | -49.2% |
| 1Y | -60.9% | -10.2% | -50.7% | -55.1% |
| 3Y | -25.2% | +120.0% | -145.3% | -73.3% |
| All | -60.3% | +117.2% | -177.5% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling