-25.8%
TE vs VYM
+21.8%
-47.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -6.3% |
| 7D | +3.8% | +1.2% | +2.7% | +1.1% |
| 30D | -26.2% | +5.2% | -31.5% | -34.7% |
| 3M | -49.7% | +0.5% | -50.2% | -50.3% |
| 6M | -46.5% | +7.7% | -54.2% | -53.9% |
| YTD | -59.1% | +17.2% | -76.3% | -69.6% |
| 1Y | -25.8% | +21.7% | -47.5% | -52.8% |
| All | -25.8% | +21.8% | -47.6% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling