-13.0%
TACT vs SPY
+315.0%
-328.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.2% | +3.1% |
| 7D | -5.6% | +0.1% | -5.6% | -5.6% |
| 30D | +13.4% | -3.3% | +16.7% | +15.8% |
| 3M | -10.7% | -2.4% | -8.3% | -9.3% |
| 6M | +46.7% | +2.6% | +44.1% | +44.5% |
| YTD | +27.3% | +11.2% | +16.0% | +19.3% |
| 1Y | +18.1% | +13.4% | +4.7% | +9.4% |
| 3Y | -17.4% | +79.9% | -97.3% | -42.7% |
| 5Y | -62.2% | +72.2% | -134.3% | -73.3% |
| 10Y | -13.0% | +307.3% | -320.3% | -67.0% |
| All | -13.0% | +315.0% | -328.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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