-100.0%
TPST vs VT
+224.5%
-324.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -2.8% | +0.4% | -3.3% | -3.6% |
| 30D | +12.7% | +1.0% | +11.7% | +10.8% |
| 3M | -20.8% | +2.4% | -23.1% | -24.6% |
| 6M | -56.0% | +12.0% | -68.0% | -64.5% |
| YTD | -64.1% | +15.3% | -79.4% | -72.5% |
| 1Y | -89.7% | +22.6% | -112.3% | -92.9% |
| 3Y | -85.3% | +74.7% | -160.0% | -94.2% |
| 5Y | -99.5% | +66.1% | -165.6% | -99.8% |
| All | -100.0% | +224.5% | -324.5% | -100.0% |
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