-82.1%
TMF vs VYM
+205.6%
-287.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -9.3% | +3.7% | -12.9% | -7.6% |
| 30D | +1.9% | +3.7% | -1.8% | +3.7% |
| 3M | -11.2% | -0.7% | -10.5% | -11.7% |
| 6M | -17.7% | +7.2% | -24.9% | -15.0% |
| YTD | -24.5% | +16.9% | -41.4% | -18.3% |
| 1Y | -29.4% | +19.6% | -49.0% | -22.8% |
| 3Y | -33.4% | +74.6% | -108.0% | -8.1% |
| 5Y | -88.7% | +72.3% | -161.0% | -84.6% |
| All | -82.1% | +205.6% | -287.8% | -55.9% |
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