+56.5%
TEL vs VYM
+77.5%
-21.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.6% |
| 7D | +1.6% | -0.8% | +2.4% | +2.7% |
| 30D | -0.7% | -2.2% | +1.6% | +2.5% |
| 3M | +2.4% | +3.1% | -0.6% | -1.7% |
| 6M | +4.1% | +9.7% | -5.6% | -7.8% |
| YTD | -5.8% | +14.9% | -20.7% | -21.6% |
| 1Y | +0.9% | +17.6% | -16.7% | -18.4% |
| 3Y | +72.6% | +65.3% | +7.3% | -11.0% |
| All | +56.5% | +77.5% | -21.0% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling