+117.0%
AXP vs TRGP
+218.9%
-101.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.4% | -0.5% |
| 7D | +0.6% | -16.0% | +16.6% | +5.5% |
| 30D | +5.8% | -6.4% | +12.3% | +7.2% |
| 3M | -6.0% | -1.0% | -5.1% | -6.9% |
| 6M | +0.3% | +7.0% | -6.7% | -4.3% |
| YTD | -12.3% | +46.1% | -58.4% | -27.5% |
| 1Y | -11.2% | +58.7% | -69.9% | -29.5% |
| 3Y | +117.0% | +221.9% | -104.9% | +35.1% |
| All | +117.0% | +218.9% | -101.9% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling