-18.6%
TACT price history and return analytics
+215.5%
-234.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -11.1% | -2.3% | -8.8% | -9.7% |
| 30D | +5.2% | -5.0% | +10.1% | +8.8% |
| 3M | -14.3% | -4.9% | -9.4% | -11.4% |
| 6M | +39.5% | -1.5% | +41.1% | +40.9% |
| YTD | +21.7% | +8.5% | +13.3% | +14.9% |
| 1Y | +12.0% | +11.4% | +0.6% | +3.8% |
| 3Y | -17.9% | +70.1% | -87.9% | -43.3% |
| 5Y | -63.6% | +53.7% | -117.3% | -73.3% |
| All | -18.6% | +215.5% | -234.1% | -61.7% |
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 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