-88.3%
TMF vs VYM
+76.9%
-165.3%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.5% |
| 7D | -0.9% | -1.0% | +0.1% | -0.6% |
| 30D | -1.0% | -2.0% | +1.1% | -0.5% |
| 3M | -11.3% | +3.1% | -14.3% | -11.9% |
| 6M | -22.7% | +8.9% | -31.6% | -24.2% |
| YTD | -17.3% | +14.7% | -32.1% | -19.8% |
| 1Y | -22.5% | +19.4% | -41.9% | -25.4% |
| 3Y | -43.2% | +65.4% | -108.6% | -48.2% |
| 5Y | -88.3% | +77.6% | -165.9% | -88.6% |
| All | -88.3% | +76.9% | -165.3% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling