+341.6%
TGT vs VYM
+484.2%
-142.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | -5.0% | -1.9% | -3.2% | -3.3% |
| 30D | +3.0% | -2.6% | +5.6% | +5.7% |
| 3M | +22.6% | +3.6% | +19.0% | +18.6% |
| 6M | +31.2% | +8.7% | +22.5% | +21.1% |
| YTD | +63.7% | +14.1% | +49.6% | +44.2% |
| 1Y | +78.5% | +17.8% | +60.7% | +52.7% |
| 3Y | +40.5% | +64.5% | -24.0% | -11.6% |
| 5Y | -25.6% | +77.5% | -103.1% | -55.5% |
| 10Y | +204.7% | +206.1% | -1.4% | +6.3% |
| All | +341.6% | +484.2% | -142.6% | -16.5% |
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