+668.7%
TEL vs VYM
+433.6%
+235.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -2.3% | -1.9% | -0.4% | 0.0% |
| 30D | -6.1% | -2.6% | -3.5% | -3.0% |
| 3M | +1.7% | +3.6% | -1.9% | -2.4% |
| 6M | +1.6% | +8.7% | -7.1% | -7.6% |
| YTD | -9.1% | +14.1% | -23.2% | -22.0% |
| 1Y | -1.7% | +17.8% | -19.5% | -18.6% |
| 3Y | +67.3% | +64.5% | +2.8% | -6.3% |
| 5Y | +52.1% | +77.5% | -25.4% | -21.0% |
| 10Y | +299.3% | +206.1% | +93.2% | +10.5% |
| All | +668.7% | +433.6% | +235.2% | -1.1% |
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