-14.0%
TACT price history and return analytics
+217.6%
-231.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.4% |
| 7D | -8.9% | -0.1% | -8.8% | -8.8% |
| 30D | +6.9% | -3.1% | +10.0% | +9.3% |
| 3M | -14.4% | -3.5% | -10.9% | -12.3% |
| 6M | +38.3% | +0.5% | +37.9% | +37.9% |
| YTD | +20.0% | +10.8% | +9.2% | +11.8% |
| 1Y | +11.1% | +11.9% | -0.8% | +2.8% |
| 3Y | -29.0% | +73.0% | -102.0% | -51.5% |
| 5Y | -63.2% | +58.6% | -121.8% | -73.6% |
| 10Y | -14.0% | +219.2% | -233.2% | -59.1% |
| All | -14.0% | +217.6% | -231.7% | -59.1% |
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 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