-25.8%
TAC vs VT
+363.9%
-389.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | -0.4% |
| 7D | +2.1% | -0.3% | +2.4% | +2.3% |
| 30D | +7.0% | -1.4% | +8.4% | +8.4% |
| 3M | +5.0% | -1.4% | +6.4% | +6.3% |
| 6M | +6.5% | +5.5% | +1.1% | +1.9% |
| YTD | +6.8% | +12.8% | -6.1% | -3.4% |
| 1Y | -19.1% | +15.4% | -34.5% | -28.0% |
| 3Y | +78.1% | +76.9% | +1.2% | +12.4% |
| 5Y | +31.3% | +60.4% | -29.1% | -11.5% |
| 10Y | +288.7% | +232.8% | +55.9% | +45.6% |
| All | -25.8% | +363.9% | -389.7% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling