+95.6%
TFC vs VYM
+209.2%
-113.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | -0.9% |
| 7D | -2.4% | -0.8% | -1.6% | -1.2% |
| 30D | -3.4% | -2.2% | -1.1% | +0.1% |
| 3M | +0.4% | +3.1% | -2.6% | -4.1% |
| 6M | +12.7% | +9.7% | +3.0% | -2.2% |
| YTD | +5.6% | +14.9% | -9.3% | -14.6% |
| 1Y | +16.0% | +17.6% | -1.5% | -9.4% |
| 3Y | +94.0% | +65.3% | +28.7% | -8.5% |
| 5Y | +16.2% | +78.7% | -62.6% | -50.1% |
| All | +95.6% | +209.2% | -113.6% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling