+93.7%
TFC vs VYM
+64.0%
+29.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +1.2% |
| 7D | -2.5% | -1.9% | -0.6% | +0.5% |
| 30D | -2.8% | -2.6% | -0.2% | +1.4% |
| 3M | +2.1% | +3.6% | -1.4% | -3.4% |
| 6M | +10.1% | +8.7% | +1.4% | -3.7% |
| YTD | +5.4% | +14.1% | -8.7% | -14.8% |
| 1Y | +16.3% | +17.8% | -1.5% | -10.9% |
| All | +93.7% | +64.0% | +29.8% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling