-20.8%
TACT vs VT
+356.1%
-376.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | -5.0% | -1.6% | -3.4% | -4.0% |
| 30D | +9.6% | -2.5% | +12.1% | +11.5% |
| 3M | -3.7% | -1.3% | -2.4% | -2.8% |
| 6M | +58.7% | +3.1% | +55.6% | +55.4% |
| YTD | +31.7% | +10.9% | +20.8% | +22.4% |
| 1Y | +15.3% | +12.1% | +3.3% | +6.5% |
| 3Y | -11.9% | +73.9% | -85.8% | -40.0% |
| 5Y | -61.1% | +58.0% | -119.1% | -71.9% |
| 10Y | -9.2% | +225.5% | -234.7% | -60.0% |
| All | -20.8% | +356.1% | -376.9% | -74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling