+86.1%
AXP vs TXG
-65.2%
+151.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -0.1% | -1.8% | +1.7% | +0.1% |
| 30D | +4.4% | -20.4% | +24.8% | +7.0% |
| 3M | -6.4% | +0.1% | -6.5% | -8.1% |
| 6M | +4.2% | +176.2% | -172.0% | -13.3% |
| YTD | -12.4% | +256.8% | -269.1% | -30.7% |
| 1Y | -11.1% | +255.9% | -267.0% | -29.9% |
| 3Y | +114.9% | +60.2% | +54.7% | +77.6% |
| All | +86.1% | -65.2% | +151.3% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling