-86.4%
TACK vs VOO
+81.3%
-167.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.3% |
| 7D | -1.0% | -0.4% | -0.7% | -0.9% |
| 30D | -0.8% | -1.4% | +0.6% | -0.1% |
| 3M | +3.3% | +3.7% | -0.4% | +1.3% |
| 6M | -89.6% | +13.0% | -102.6% | -90.1% |
| YTD | -89.2% | +12.4% | -101.6% | -89.7% |
| 1Y | -88.8% | +18.6% | -107.4% | -89.6% |
| 3Y | -85.7% | +78.1% | -163.8% | -88.7% |
| All | -86.4% | +81.3% | -167.6% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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