+1,357.7%
TDY vs VYM
+488.1%
+869.6%
-66.2%
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 | -1.1% | -0.8% | -0.3% | -0.2% |
| 30D | -12.0% | -2.2% | -9.8% | -9.7% |
| 3M | -3.2% | +3.1% | -6.3% | -6.4% |
| 6M | -7.9% | +9.7% | -17.6% | -16.9% |
| YTD | +18.2% | +14.9% | +3.3% | +1.5% |
| 1Y | +6.7% | +17.6% | -10.9% | -10.8% |
| 3Y | +47.5% | +65.3% | -17.8% | -16.4% |
| 5Y | +39.5% | +78.7% | -39.2% | -27.5% |
| 10Y | +477.2% | +208.2% | +269.0% | +61.9% |
| All | +1,357.7% | +488.1% | +869.6% | +106.3% |
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