+95.7%
AXP vs TPG
+71.4%
+24.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +1.4% |
| 7D | -2.8% | -11.8% | +9.1% | +2.5% |
| 30D | -5.9% | -6.3% | +0.4% | -3.7% |
| 3M | +2.6% | +13.6% | -10.9% | -3.8% |
| 6M | +6.4% | +13.8% | -7.4% | -0.9% |
| YTD | -12.6% | -23.7% | +11.1% | -3.6% |
| 1Y | +0.2% | -18.2% | +18.4% | +6.6% |
| 3Y | +110.9% | +80.1% | +30.8% | +58.1% |
| All | +95.7% | +71.4% | +24.3% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling