-68.7%
TMF vs VYM
+822.0%
-890.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | 0.0% |
| 7D | -1.4% | 0.0% | -1.4% | -1.5% |
| 30D | -2.8% | -0.5% | -2.3% | -3.3% |
| 3M | -10.9% | +3.0% | -13.9% | -8.7% |
| 6M | -21.3% | +8.2% | -29.5% | -16.1% |
| YTD | -15.9% | +15.8% | -31.7% | -4.6% |
| 1Y | -15.7% | +20.8% | -36.6% | -0.7% |
| 3Y | -43.4% | +65.3% | -108.6% | -11.4% |
| 5Y | -87.8% | +76.6% | -164.3% | -79.4% |
| 10Y | -86.7% | +203.9% | -290.6% | -47.0% |
| All | -68.7% | +822.0% | -890.6% | +652.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling