-20.7%
TLT vs VYM
+209.2%
-229.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.2% |
| 7D | -1.6% | -0.8% | -0.8% | -1.8% |
| 30D | -1.1% | -2.2% | +1.1% | -1.5% |
| 3M | -4.9% | +3.1% | -7.9% | -4.3% |
| 6M | -5.0% | +9.7% | -14.7% | -3.4% |
| YTD | -4.4% | +14.9% | -19.3% | -1.9% |
| 1Y | -6.4% | +17.6% | -23.9% | -3.5% |
| 3Y | -2.0% | +65.3% | -67.3% | +8.9% |
| 5Y | -35.0% | +78.7% | -113.7% | -25.7% |
| All | -20.7% | +209.2% | -229.9% | +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 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