+428.4%
AXP vs TAP
-48.8%
+477.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -0.6% | -4.5% | +3.9% | +1.2% |
| 30D | +5.0% | +7.5% | -2.5% | +1.6% |
| 3M | -4.2% | -4.9% | +0.6% | -2.8% |
| 6M | +2.9% | -3.5% | +6.4% | +3.3% |
| YTD | -11.6% | -11.4% | -0.2% | -9.2% |
| 1Y | -11.1% | -10.8% | -0.3% | -9.2% |
| 3Y | +116.7% | -24.5% | +141.2% | +132.6% |
| 5Y | +89.6% | +2.5% | +87.2% | +68.1% |
| 10Y | +428.4% | -47.6% | +476.0% | +364.7% |
| All | +428.4% | -48.8% | +477.2% | +364.7% |
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