+440.3%
AXP vs TGT
+237.9%
+202.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | -0.3% |
| 7D | -1.1% | +4.7% | -5.9% | -2.4% |
| 30D | +5.2% | +8.0% | -2.7% | +2.9% |
| 3M | -4.6% | +11.7% | -16.2% | -7.7% |
| 6M | +3.2% | +34.7% | -31.5% | -5.7% |
| YTD | -11.3% | +74.4% | -85.7% | -25.1% |
| 1Y | -11.0% | +89.2% | -100.2% | -26.7% |
| 3Y | +120.2% | +73.4% | +46.8% | +77.9% |
| 5Y | +91.7% | -24.0% | +115.8% | +92.1% |
| 10Y | +440.3% | +225.5% | +214.8% | +270.4% |
| All | +440.3% | +237.9% | +202.5% | +270.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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