+12.6%
TACT vs SPY
+1,745.0%
-1,732.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | 0.0% | -1.5% |
| 7D | -9.8% | -4.7% | -5.1% | -7.0% |
| 30D | +6.8% | -5.9% | +12.7% | +11.1% |
| 3M | -10.6% | -4.5% | -6.1% | -7.9% |
| 6M | +50.0% | +1.8% | +48.2% | +48.3% |
| YTD | +26.0% | +8.3% | +17.7% | +19.4% |
| 1Y | +12.5% | +9.3% | +3.2% | +6.0% |
| 3Y | -15.7% | +74.9% | -90.6% | -42.2% |
| 5Y | -62.3% | +67.3% | -129.6% | -73.6% |
| 10Y | -13.9% | +311.6% | -325.4% | -67.3% |
| All | +12.6% | +1,745.0% | -1,732.4% | -84.7% |
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