+14.4%
TFC vs VYM
+21.4%
-7.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +2.4% | 0.0% | +2.4% | +2.5% |
| 30D | -1.3% | -0.5% | -0.8% | -0.5% |
| 3M | +6.1% | +3.0% | +3.0% | +1.7% |
| 6M | +7.3% | +8.2% | -0.9% | -3.9% |
| YTD | +8.2% | +15.8% | -7.6% | -11.4% |
| 1Y | +14.4% | +20.8% | -6.4% | -12.1% |
| All | +14.4% | +21.4% | -7.0% | -12.1% |
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 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