-17.9%
TACT vs SPY
+75.1%
-93.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -11.1% | -2.7% | -8.4% | -9.8% |
| 30D | +5.2% | -5.4% | +10.6% | +8.3% |
| 3M | -14.3% | -4.1% | -10.2% | -12.4% |
| 6M | +39.5% | +0.7% | +38.8% | +39.2% |
| YTD | +21.7% | +8.7% | +13.1% | +17.2% |
| 1Y | +12.0% | +10.9% | +1.1% | +6.7% |
| 3Y | -17.9% | +75.0% | -92.9% | -49.2% |
| All | -17.9% | +75.1% | -93.0% | -49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling