-29.7%
TACT vs VT
+75.0%
-104.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | -8.9% | +1.0% | -9.8% | -9.4% |
| 3M | +10.3% | +2.4% | +7.9% | +8.7% |
| 6M | +47.7% | +12.0% | +35.7% | +38.5% |
| YTD | +28.5% | +15.3% | +13.2% | +18.5% |
| 1Y | +15.2% | +22.6% | -7.3% | +2.7% |
| All | -29.7% | +75.0% | -104.7% | -50.7% |
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