+89.6%
AXP vs TXG
-66.4%
+155.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | +0.6% | -15.4% | +16.0% | +2.6% |
| 30D | +5.8% | -22.1% | +27.9% | +8.8% |
| 3M | -6.0% | +30.0% | -36.0% | -11.4% |
| 6M | +0.3% | +160.7% | -160.4% | -15.7% |
| YTD | -12.3% | +263.5% | -275.7% | -30.7% |
| 1Y | -11.2% | +356.0% | -367.2% | -32.8% |
| 3Y | +117.0% | +53.4% | +63.7% | +80.9% |
| All | +89.6% | -66.4% | +155.9% | +78.5% |
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 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