+12,407.4%
TDG vs VYM
+488.1%
+11,919.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.5% |
| 7D | -1.9% | -0.8% | -1.1% | -1.0% |
| 30D | -7.7% | -2.2% | -5.5% | -5.4% |
| 3M | -9.3% | +3.1% | -12.4% | -12.1% |
| 6M | -9.4% | +9.7% | -19.1% | -17.7% |
| YTD | -14.3% | +14.9% | -29.1% | -25.9% |
| 1Y | -11.8% | +17.6% | -29.4% | -25.8% |
| 3Y | +52.0% | +65.3% | -13.3% | -11.3% |
| 5Y | +128.8% | +78.7% | +50.1% | +25.1% |
| 10Y | +543.8% | +208.2% | +335.6% | +115.1% |
| All | +12,407.4% | +488.1% | +11,919.3% | +2,216.2% |
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