+80.1%
TAC vs VT
+76.6%
+3.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.9% |
| 7D | +2.1% | -0.3% | +2.4% | +2.4% |
| 30D | +7.0% | -1.4% | +8.4% | +8.8% |
| 3M | +5.0% | -1.4% | +6.4% | +6.6% |
| 6M | +6.5% | +5.5% | +1.1% | +0.3% |
| YTD | +6.8% | +12.8% | -6.1% | -6.8% |
| 1Y | -19.1% | +15.4% | -34.5% | -31.0% |
| All | +80.1% | +76.6% | +3.6% | -6.0% |
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