+465.4%
AXP vs TRGP
+855.1%
-389.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -2.1% | +0.8% | -2.9% | -2.4% |
| 30D | -6.5% | +11.5% | -18.1% | -10.0% |
| 3M | +4.6% | +9.0% | -4.3% | +1.0% |
| 6M | +5.4% | +20.5% | -15.1% | -2.0% |
| YTD | -11.1% | +59.5% | -70.6% | -24.9% |
| 1Y | -0.3% | +77.9% | -78.2% | -19.1% |
| 3Y | +111.6% | +253.6% | -142.0% | +36.2% |
| 5Y | +117.6% | +615.5% | -497.9% | +10.4% |
| All | +465.4% | +855.1% | -389.6% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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