-61.0%
TACT vs VT
+60.6%
-121.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.2% |
| 7D | -4.2% | -0.3% | -3.9% | -4.0% |
| 30D | +16.3% | -1.4% | +17.8% | +17.5% |
| 3M | -6.1% | -1.4% | -4.7% | -5.2% |
| 6M | +59.2% | +5.5% | +53.8% | +53.3% |
| YTD | +31.7% | +12.8% | +18.9% | +20.7% |
| 1Y | +22.0% | +15.4% | +6.6% | +9.9% |
| 3Y | -11.9% | +76.9% | -88.7% | -43.0% |
| 5Y | -61.0% | +60.4% | -121.4% | -75.3% |
| All | -61.0% | +60.6% | -121.6% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling