-22.8%
TACT price history and return analytics
+374.2%
-397.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +0.4% | -1.0% | -0.9% |
| 30D | -8.9% | +1.0% | -9.8% | -9.5% |
| 3M | +10.3% | +2.4% | +7.9% | +8.4% |
| 6M | +47.7% | +12.0% | +35.7% | +36.4% |
| YTD | +28.5% | +15.3% | +13.2% | +16.3% |
| 1Y | +15.2% | +22.6% | -7.3% | +0.2% |
| 3Y | -29.3% | +74.7% | -104.0% | -52.0% |
| 5Y | -62.3% | +66.1% | -128.5% | -73.7% |
| 10Y | -23.3% | +225.0% | -248.3% | -66.2% |
| All | -22.8% | +374.2% | -397.0% | -75.4% |
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