+467.2%
TDY vs VYM
+209.2%
+258.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.5% |
| 7D | -1.1% | -0.8% | -0.3% | -0.2% |
| 30D | -12.0% | -2.2% | -9.8% | -9.8% |
| 3M | -3.2% | +3.1% | -6.3% | -6.3% |
| 6M | -7.9% | +9.7% | -17.6% | -16.6% |
| YTD | +18.2% | +14.9% | +3.3% | +2.0% |
| 1Y | +6.7% | +17.6% | -10.9% | -10.3% |
| 3Y | +47.5% | +65.3% | -17.8% | -14.8% |
| 5Y | +39.5% | +78.7% | -39.2% | -25.8% |
| All | +467.2% | +209.2% | +258.0% | +43.4% |
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