-24.3%
TMF vs VYM
+21.8%
-46.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.2% | +1.2% | +1.2% |
| 7D | +4.0% | +1.2% | +2.8% | +2.8% |
| 30D | +19.5% | +5.2% | +14.2% | +13.9% |
| 3M | -3.5% | +0.5% | -4.1% | -4.4% |
| 6M | -10.6% | +7.7% | -18.3% | -15.6% |
| YTD | -17.1% | +17.2% | -34.2% | -26.8% |
| 1Y | -24.3% | +21.7% | -45.9% | -34.7% |
| All | -24.3% | +21.8% | -46.0% | -34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling