-55.4%
TSLL vs AXP
+117.3%
-172.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.7% | -10.1% |
| 7D | +1.9% | -2.1% | +4.0% | +5.4% |
| 30D | +17.8% | -6.5% | +24.3% | +30.7% |
| 3M | -37.0% | +4.6% | -41.7% | -40.6% |
| 6M | -37.7% | +5.4% | -43.1% | -42.6% |
| YTD | -51.4% | -11.1% | -40.3% | -42.8% |
| 1Y | -23.4% | -0.3% | -23.1% | -26.7% |
| 3Y | -30.8% | +111.6% | -142.4% | -73.7% |
| All | -55.4% | +117.3% | -172.8% | -82.5% |
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