-86.5%
TMF vs VYM
+207.5%
-294.0%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | +0.1% |
| 7D | -5.1% | -1.3% | -3.7% | -5.7% |
| 30D | -4.6% | -2.8% | -1.8% | -6.0% |
| 3M | -16.6% | +2.5% | -19.1% | -15.6% |
| 6M | -19.9% | +9.1% | -29.0% | -16.4% |
| YTD | -20.2% | +14.3% | -34.4% | -14.5% |
| 1Y | -27.7% | +16.9% | -44.6% | -21.6% |
| 3Y | -43.9% | +64.4% | -108.3% | -25.6% |
| 5Y | -88.4% | +77.7% | -166.1% | -83.4% |
| All | -86.5% | +207.5% | -294.0% | -62.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling