-13.0%
TACT price history and return analytics
+223.7%
-236.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +2.8% |
| 7D | -5.6% | +0.4% | -5.9% | -5.8% |
| 30D | +13.4% | -2.6% | +16.0% | +15.5% |
| 3M | -10.7% | -3.2% | -7.5% | -8.7% |
| 6M | +46.7% | +0.9% | +45.7% | +45.7% |
| YTD | +27.3% | +11.3% | +15.9% | +18.1% |
| 1Y | +18.1% | +14.0% | +4.1% | +7.8% |
| 3Y | -17.4% | +75.8% | -93.2% | -44.2% |
| 5Y | -62.2% | +57.8% | -120.0% | -72.7% |
| 10Y | -13.0% | +219.8% | -232.8% | -59.7% |
| All | -13.0% | +223.7% | -236.7% | -59.7% |
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