+111.1%
AXP vs TXG
+17.1%
+93.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.1% | +1.8% | -3.9% | -2.4% |
| 30D | -6.5% | +32.0% | -38.5% | -10.5% |
| 3M | +4.6% | +87.0% | -82.4% | -5.3% |
| 6M | +5.4% | +180.1% | -174.6% | -10.7% |
| YTD | -11.1% | +284.1% | -295.2% | -28.6% |
| 1Y | -0.3% | +361.7% | -362.0% | -23.2% |
| All | +111.1% | +17.1% | +93.9% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling