-15.8%
TACT vs VT
+214.8%
-230.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -1.7% |
| 7D | -9.8% | -4.2% | -5.7% | -7.2% |
| 30D | +6.8% | -5.8% | +12.6% | +11.2% |
| 3M | -10.6% | -5.2% | -5.4% | -7.4% |
| 6M | +50.0% | +0.1% | +49.9% | +49.8% |
| YTD | +26.0% | +8.2% | +17.8% | +19.1% |
| 1Y | +12.5% | +10.1% | +2.4% | +5.1% |
| 3Y | -15.7% | +69.7% | -85.4% | -41.7% |
| 5Y | -62.3% | +53.4% | -115.7% | -72.3% |
| All | -15.8% | +214.8% | -230.6% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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