+448.7%
AXP vs TAP
-49.3%
+498.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.6% |
| 7D | +0.6% | +0.5% | +0.1% | +0.3% |
| 30D | +5.8% | +9.1% | -3.3% | +1.8% |
| 3M | -6.0% | -3.8% | -2.2% | -5.1% |
| 6M | +0.3% | -3.4% | +3.7% | +0.6% |
| YTD | -12.3% | -10.6% | -1.6% | -10.2% |
| 1Y | -11.2% | -4.4% | -6.8% | -12.1% |
| 3Y | +117.0% | -24.4% | +141.4% | +132.9% |
| 5Y | +93.2% | +2.1% | +91.1% | +72.0% |
| All | +448.7% | -49.3% | +498.0% | +361.0% |
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