+6,763.5%
AXP vs TAP
+885.3%
+5,878.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.9% | +1.4% |
| 7D | +4.6% | +9.9% | -5.3% | +1.9% |
| 30D | +9.7% | +18.1% | -8.4% | +4.8% |
| 3M | -3.8% | +3.2% | -7.0% | -4.9% |
| 6M | +4.8% | +8.4% | -3.6% | +1.9% |
| YTD | -9.1% | -4.4% | -4.7% | -9.2% |
| 1Y | -6.7% | +3.2% | -9.9% | -8.9% |
| 3Y | +125.2% | -18.6% | +143.8% | +131.8% |
| 5Y | +105.0% | +10.1% | +94.8% | +92.1% |
| 10Y | +481.5% | -45.2% | +526.6% | +524.8% |
| All | +6,763.5% | +885.3% | +5,878.1% | +3,903.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling