-100.0%
TPST vs VOO
+607.8%
-707.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.3% |
| 7D | -2.8% | +0.1% | -2.9% | -3.0% |
| 30D | +12.7% | +0.1% | +12.6% | +12.5% |
| 3M | -20.8% | +2.0% | -22.8% | -23.6% |
| 6M | -56.0% | +13.0% | -69.0% | -63.7% |
| YTD | -64.1% | +13.6% | -77.7% | -70.6% |
| 1Y | -89.7% | +20.1% | -109.8% | -92.2% |
| 3Y | -85.3% | +77.6% | -162.9% | -93.4% |
| 5Y | -99.5% | +82.4% | -181.9% | -99.8% |
| 10Y | -100.0% | +316.8% | -416.8% | -100.0% |
| All | -100.0% | +607.8% | -707.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling