+6,610.0%
AXP vs TAP
+825.0%
+5,785.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.1% | -2.3% | +0.2% | -1.5% |
| 30D | -6.5% | -2.1% | -4.4% | -6.1% |
| 3M | +4.6% | +6.6% | -2.0% | +2.5% |
| 6M | +5.4% | -11.5% | +16.9% | +8.2% |
| YTD | -11.1% | -10.3% | -0.9% | -9.5% |
| 1Y | -0.3% | -14.4% | +14.1% | +2.5% |
| 3Y | +111.6% | -28.3% | +139.9% | +125.5% |
| 5Y | +117.6% | +1.7% | +115.9% | +108.6% |
| 10Y | +474.1% | -49.2% | +523.3% | +530.4% |
| All | +6,610.0% | +825.0% | +5,785.0% | +3,889.7% |
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 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