-86.5%
TMF vs VYM
+209.2%
-295.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | +0.4% |
| 7D | -5.1% | -0.8% | -4.3% | -5.5% |
| 30D | -4.6% | -2.2% | -2.3% | -5.7% |
| 3M | -16.6% | +3.1% | -19.6% | -15.3% |
| 6M | -19.9% | +9.7% | -29.6% | -16.1% |
| YTD | -20.2% | +14.9% | -35.0% | -14.3% |
| 1Y | -27.7% | +17.6% | -45.3% | -21.4% |
| 3Y | -43.9% | +65.3% | -109.2% | -25.4% |
| 5Y | -88.4% | +78.7% | -167.1% | -83.4% |
| All | -86.5% | +209.2% | -295.7% | -62.7% |
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 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