-99.7%
TPST vs VT
+57.9%
-157.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -8.2% | -1.6% | -6.6% | -3.5% |
| 30D | -42.2% | -2.5% | -39.7% | -37.7% |
| 3M | -46.4% | -1.3% | -45.1% | -45.8% |
| 6M | -77.0% | +3.1% | -80.1% | -80.4% |
| YTD | -83.7% | +10.9% | -94.6% | -89.4% |
| 1Y | -95.3% | +12.1% | -107.4% | -97.1% |
| 3Y | -99.0% | +73.9% | -172.9% | -99.9% |
| All | -99.7% | +57.9% | -157.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling