+214.7%
TAC vs VT
+224.5%
-9.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.5% | +0.4% | -1.9% | -1.9% |
| 30D | -5.2% | +1.0% | -6.2% | -6.1% |
| 3M | -7.3% | +2.4% | -9.7% | -9.3% |
| 6M | -9.0% | +12.0% | -21.0% | -18.1% |
| YTD | -4.3% | +15.3% | -19.6% | -16.0% |
| 1Y | -0.2% | +22.6% | -22.8% | -16.8% |
| 3Y | +31.5% | +74.7% | -43.2% | -19.2% |
| 5Y | +31.5% | +66.1% | -34.7% | -16.6% |
| All | +214.7% | +224.5% | -9.8% | +3.3% |
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