+99.0%
AXP vs TPG
+85.9%
+13.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +1.4% |
| 7D | +0.6% | -2.9% | +3.5% | +1.8% |
| 30D | -4.3% | +5.0% | -9.4% | -6.6% |
| 3M | +4.7% | +24.9% | -20.2% | -5.7% |
| 6M | +9.0% | +21.1% | -12.1% | -1.1% |
| YTD | -11.1% | -17.3% | +6.1% | -5.2% |
| 1Y | +1.3% | -9.8% | +11.1% | +3.4% |
| 3Y | +114.5% | +95.4% | +19.1% | +55.4% |
| All | +99.0% | +85.9% | +13.1% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling