+71.6%
TLT vs VYM
+490.3%
-418.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -0.3% | -1.3% | +1.0% | -0.6% |
| 3M | -1.7% | +4.1% | -5.8% | -0.7% |
| 6M | -4.9% | +9.8% | -14.7% | -2.5% |
| YTD | -2.8% | +15.3% | -18.1% | +1.0% |
| 1Y | -4.2% | +20.0% | -24.2% | +0.7% |
| 3Y | -1.1% | +66.2% | -67.3% | +14.2% |
| 5Y | -33.7% | +77.5% | -111.2% | -21.4% |
| 10Y | -20.7% | +201.7% | -222.4% | +15.9% |
| All | +71.6% | +490.3% | -418.7% | +226.3% |
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