-15.8%
TACT vs SPY
+307.0%
-322.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -0.4% | +2.6% | -3.0% | -1.9% |
| 30D | +6.6% | -2.0% | +8.6% | +8.0% |
| 3M | -5.1% | -2.8% | -2.3% | -3.4% |
| 6M | +41.8% | +2.1% | +39.7% | +40.1% |
| YTD | +21.2% | +11.5% | +9.8% | +13.6% |
| 1Y | +14.9% | +13.5% | +1.5% | +6.5% |
| 3Y | -26.1% | +77.7% | -103.8% | -48.4% |
| 5Y | -62.6% | +72.6% | -135.2% | -73.6% |
| All | -15.8% | +307.0% | -322.8% | -67.5% |
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