+96.4%
AXP vs TPG
+78.6%
+17.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | +0.3% |
| 7D | -2.5% | -6.5% | +4.0% | +0.3% |
| 30D | -5.0% | +0.1% | -5.1% | -5.4% |
| 3M | +1.4% | +14.5% | -13.2% | -5.2% |
| 6M | +6.0% | +17.3% | -11.3% | -2.5% |
| YTD | -12.3% | -20.5% | +8.2% | -4.9% |
| 1Y | +0.3% | -13.2% | +13.5% | +4.0% |
| 3Y | +111.7% | +87.7% | +23.9% | +55.9% |
| All | +96.4% | +78.6% | +17.8% | +35.1% |
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