-26.5%
TMF vs VYM
+18.5%
-44.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.1% |
| 7D | -4.8% | -1.9% | -2.9% | -3.6% |
| 30D | -4.9% | -2.6% | -2.3% | -3.3% |
| 3M | -13.4% | +3.6% | -17.0% | -14.9% |
| 6M | -23.0% | +8.7% | -31.7% | -25.9% |
| YTD | -20.2% | +14.1% | -34.3% | -24.1% |
| 1Y | -26.5% | +17.8% | -44.3% | -29.4% |
| All | -26.5% | +18.5% | -44.9% | -29.4% |
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