+96.2%
AXP vs TPG
+78.3%
+17.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.1% | +5.0% | -5.1% | -2.3% |
| 30D | +4.4% | +15.7% | -11.2% | -2.1% |
| 3M | -6.4% | -10.6% | +4.2% | -2.5% |
| 6M | +4.2% | +15.9% | -11.8% | -3.7% |
| YTD | -12.4% | -20.6% | +8.3% | -5.3% |
| 1Y | -11.1% | -11.8% | +0.6% | -8.6% |
| 3Y | +114.9% | +71.6% | +43.3% | +63.6% |
| All | +96.2% | +78.3% | +17.9% | +34.4% |
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