-18.6%
TACT vs VOO
+309.9%
-328.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -11.1% | -2.7% | -8.4% | -9.7% |
| 30D | +5.2% | -5.4% | +10.6% | +8.7% |
| 3M | -14.3% | -4.1% | -10.2% | -12.1% |
| 6M | +39.5% | +0.7% | +38.8% | +38.9% |
| YTD | +21.7% | +8.7% | +13.0% | +15.8% |
| 1Y | +12.0% | +11.0% | +1.0% | +5.2% |
| 3Y | -17.9% | +75.5% | -93.3% | -41.7% |
| 5Y | -63.6% | +68.4% | -131.9% | -73.7% |
| All | -18.6% | +309.9% | -328.5% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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