+407.0%
AXP vs TAP
-46.0%
+453.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.5% |
| 7D | -0.1% | +1.3% | -1.4% | -0.7% |
| 30D | +4.4% | +5.7% | -1.3% | +1.8% |
| 3M | -6.4% | -1.9% | -4.5% | -6.2% |
| 6M | +4.2% | +0.9% | +3.2% | +2.5% |
| YTD | -12.4% | -9.5% | -2.9% | -10.8% |
| 1Y | -11.1% | -9.0% | -2.2% | -9.9% |
| 3Y | +114.9% | -22.2% | +137.1% | +127.7% |
| 5Y | +87.4% | +1.2% | +86.2% | +67.6% |
| All | +407.0% | -46.0% | +453.0% | +345.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling