-100.0%
TPST vs VOO
+306.9%
-406.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +4.1% |
| 7D | -20.3% | -0.6% | -19.7% | -19.0% |
| 30D | -50.8% | -3.6% | -47.1% | -47.6% |
| 3M | -64.0% | -2.7% | -61.3% | -62.7% |
| 6M | -81.2% | +2.2% | -83.5% | -82.0% |
| YTD | -87.0% | +10.9% | -97.9% | -88.9% |
| 1Y | -96.2% | +11.3% | -107.5% | -96.8% |
| 3Y | -99.1% | +76.9% | -176.0% | -99.6% |
| 5Y | -99.8% | +73.5% | -173.3% | -99.9% |
| 10Y | -100.0% | +307.7% | -407.7% | -100.0% |
| All | -100.0% | +306.9% | -406.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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