-26.1%
TACT vs VOO
+78.5%
-104.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.4% | +2.6% | -3.0% | -1.7% |
| 30D | +6.6% | -2.0% | +8.6% | +7.8% |
| 3M | -5.1% | -2.8% | -2.3% | -3.7% |
| 6M | +41.8% | +2.2% | +39.6% | +40.4% |
| YTD | +21.2% | +11.5% | +9.7% | +15.3% |
| 1Y | +14.9% | +13.5% | +1.4% | +8.3% |
| 3Y | -26.1% | +78.1% | -104.2% | -47.0% |
| All | -26.1% | +78.5% | -104.5% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling