+99.0%
AXP vs TPG
+92.2%
+6.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -2.1% | -2.4% | +0.3% | -1.1% |
| 30D | -6.5% | +11.1% | -17.6% | -10.9% |
| 3M | +4.6% | +26.3% | -21.6% | -6.1% |
| 6M | +5.4% | +18.3% | -12.9% | -3.2% |
| YTD | -11.1% | -14.4% | +3.3% | -6.5% |
| 1Y | -0.3% | -6.7% | +6.4% | +0.4% |
| 3Y | +111.6% | +111.5% | +0.1% | +48.4% |
| All | +99.0% | +92.2% | +6.8% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling