+317.5%
TAC vs VT
+222.7%
+94.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | +1.2% | +2.9% | -1.7% | -1.3% |
| 30D | +0.5% | -2.5% | +3.0% | +2.9% |
| 3M | +7.6% | -3.3% | +10.9% | +10.9% |
| 6M | +6.4% | +1.5% | +4.9% | +4.9% |
| YTD | +6.3% | +11.4% | -5.1% | -3.7% |
| 1Y | -12.0% | +11.9% | -23.9% | -20.5% |
| 3Y | +69.1% | +73.9% | -4.8% | +4.5% |
| 5Y | +33.8% | +57.9% | -24.1% | -10.8% |
| All | +317.5% | +222.7% | +94.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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