-64.5%
TACT vs SPY
+67.4%
-131.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.6% |
| 7D | -11.1% | -2.7% | -8.4% | -9.6% |
| 30D | +5.2% | -5.4% | +10.6% | +8.8% |
| 3M | -14.3% | -4.1% | -10.2% | -12.1% |
| 6M | +39.5% | +0.7% | +38.8% | +39.0% |
| YTD | +21.7% | +8.7% | +13.1% | +15.9% |
| 1Y | +12.0% | +10.9% | +1.1% | +5.2% |
| 3Y | -17.9% | +75.0% | -92.9% | -42.8% |
| All | -64.5% | +67.4% | -131.9% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling