-86.2%
TACK vs VT
+75.4%
-161.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | +0.9% | +1.0% | 0.0% | +0.4% |
| 3M | +3.4% | +2.4% | +1.1% | +2.0% |
| 6M | -89.6% | +12.0% | -101.6% | -90.1% |
| YTD | -89.1% | +15.3% | -104.4% | -89.8% |
| 1Y | -88.7% | +22.6% | -111.3% | -89.7% |
| 3Y | -85.8% | +74.7% | -160.4% | -88.9% |
| All | -86.2% | +75.4% | -161.6% | -89.1% |
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