-42.0%
TMF vs VYM
+64.8%
-106.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.3% |
| 7D | -0.9% | -1.0% | +0.1% | -0.3% |
| 30D | -1.0% | -2.0% | +1.1% | +0.3% |
| 3M | -11.3% | +3.1% | -14.3% | -12.8% |
| 6M | -22.7% | +8.9% | -31.6% | -26.3% |
| YTD | -17.3% | +14.7% | -32.1% | -23.5% |
| 1Y | -22.5% | +19.4% | -41.9% | -29.9% |
| All | -42.0% | +64.8% | -106.8% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling