+766.8%
TD vs VYM
+484.2%
+282.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.4% |
| 7D | -2.6% | -1.9% | -0.7% | -0.7% |
| 30D | -1.0% | -2.6% | +1.6% | +1.7% |
| 3M | +5.6% | +3.6% | +2.0% | +1.9% |
| 6M | +27.1% | +8.7% | +18.4% | +16.9% |
| YTD | +29.4% | +14.1% | +15.3% | +13.2% |
| 1Y | +60.7% | +17.8% | +42.9% | +35.9% |
| 3Y | +127.6% | +64.5% | +63.1% | +35.0% |
| 5Y | +125.4% | +77.5% | +47.9% | +23.7% |
| 10Y | +300.4% | +206.1% | +94.3% | +24.0% |
| All | +766.8% | +484.2% | +282.7% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling