-10.9%
AXP vs TXG
+314.1%
-324.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.7% | -8.7% | +0.3% |
| 7D | -1.1% | +5.5% | -6.7% | -1.6% |
| 30D | +5.2% | -19.3% | +24.6% | +6.7% |
| 3M | -4.6% | +25.0% | -29.6% | -8.3% |
| 6M | +3.2% | +201.2% | -197.9% | -11.5% |
| YTD | -11.3% | +298.8% | -310.2% | -26.9% |
| All | -10.9% | +314.1% | -324.9% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling