-15.0%
TACT vs VT
+69.4%
-84.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.1% | -0.3% | -2.1% |
| 7D | -9.8% | -4.2% | -5.7% | -7.6% |
| 30D | +6.8% | -5.8% | +12.6% | +10.5% |
| 3M | -10.6% | -5.2% | -5.4% | -7.9% |
| 6M | +50.0% | +0.1% | +49.9% | +50.0% |
| YTD | +26.0% | +8.2% | +17.8% | +20.7% |
| 1Y | +12.5% | +10.1% | +2.4% | +6.7% |
| All | -15.0% | +69.4% | -84.4% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling