-35.1%
TLT vs VYM
+75.8%
-110.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -1.6% | -1.9% | +0.3% | -1.4% |
| 30D | -1.3% | -2.6% | +1.3% | -1.1% |
| 3M | -3.7% | +3.6% | -7.3% | -4.0% |
| 6M | -6.4% | +8.7% | -15.0% | -7.0% |
| YTD | -4.5% | +14.1% | -18.6% | -5.4% |
| 1Y | -5.9% | +17.8% | -23.7% | -7.0% |
| 3Y | -2.8% | +64.5% | -67.3% | -5.7% |
| 5Y | -35.1% | +77.5% | -112.6% | -35.4% |
| All | -35.1% | +75.8% | -110.8% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling