+75.7%
TAC vs VT
+69.7%
+5.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -1.1% |
| 7D | +0.2% | -2.3% | +2.5% | +2.6% |
| 30D | +1.0% | -5.0% | +6.0% | +6.7% |
| 3M | +4.7% | -4.9% | +9.6% | +10.4% |
| 6M | +2.5% | -1.5% | +4.1% | +3.9% |
| YTD | +4.1% | +8.5% | -4.4% | -5.3% |
| 1Y | -11.9% | +11.4% | -23.3% | -22.1% |
| 3Y | +75.7% | +70.1% | +5.6% | -4.5% |
| All | +75.7% | +69.7% | +5.9% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling