+14.9%
TACT vs SPY
+1,833.8%
-1,818.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -8.9% | +0.1% | -8.9% | -8.9% |
| 3M | +10.3% | +2.0% | +8.3% | +8.8% |
| 6M | +47.7% | +13.0% | +34.7% | +36.1% |
| YTD | +28.5% | +13.5% | +15.0% | +18.1% |
| 1Y | +15.2% | +20.0% | -4.7% | +2.3% |
| 3Y | -29.3% | +77.2% | -106.5% | -51.9% |
| 5Y | -62.3% | +81.9% | -144.2% | -75.1% |
| 10Y | -23.3% | +314.1% | -337.3% | -71.0% |
| All | +14.9% | +1,833.8% | -1,818.9% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling