+303.8%
TD vs VYM
+209.2%
+94.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | 0.0% |
| 7D | -0.5% | -0.8% | +0.3% | +0.2% |
| 30D | -1.9% | -2.2% | +0.4% | +0.3% |
| 3M | +4.8% | +3.1% | +1.7% | +1.7% |
| 6M | +28.0% | +9.7% | +18.3% | +17.1% |
| YTD | +30.3% | +14.9% | +15.4% | +14.0% |
| 1Y | +59.8% | +17.6% | +42.2% | +36.6% |
| 3Y | +124.7% | +65.3% | +59.4% | +35.5% |
| 5Y | +127.0% | +78.7% | +48.2% | +26.6% |
| All | +303.8% | +209.2% | +94.7% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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