-14.4%
TACT vs SPY
+309.9%
-324.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +1.9% |
| 7D | -6.5% | -0.9% | -5.5% | -5.9% |
| 30D | +12.8% | -2.4% | +15.2% | +14.6% |
| 3M | -14.7% | -1.2% | -13.6% | -14.1% |
| 6M | +50.3% | +3.3% | +47.0% | +47.5% |
| YTD | +23.2% | +12.3% | +11.0% | +14.9% |
| 1Y | +14.1% | +12.4% | +1.7% | +6.3% |
| 3Y | -27.1% | +78.8% | -105.9% | -49.3% |
| 5Y | -62.2% | +75.2% | -137.4% | -73.6% |
| All | -14.4% | +309.9% | -324.4% | -67.1% |
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