-100.0%
TPST price history and return analytics
+335.5%
-435.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.0% | -4.1% | -14.9% | -12.2% |
| 7D | -29.6% | -4.2% | -25.4% | -23.6% |
| 30D | -52.4% | -5.8% | -46.6% | -46.9% |
| 3M | -58.9% | -5.2% | -53.7% | -55.2% |
| 6M | -82.5% | +0.1% | -82.7% | -82.8% |
| YTD | -86.9% | +8.2% | -95.2% | -88.8% |
| 1Y | -96.2% | +10.1% | -106.4% | -96.9% |
| 3Y | -99.2% | +69.7% | -168.9% | -99.7% |
| 5Y | -99.8% | +53.4% | -153.1% | -99.9% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +335.5% | -435.5% | -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 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