+19.7%
TMO vs VYM
+17.8%
+1.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -1.6% |
| 7D | -4.5% | -3.0% | -1.5% | -2.2% |
| 30D | +3.1% | +0.9% | +2.2% | +2.7% |
| 3M | +17.2% | -2.7% | +19.9% | +20.1% |
| 6M | +45.3% | +3.4% | +41.9% | +40.7% |
| YTD | +17.1% | +13.3% | +3.8% | +2.4% |
| 1Y | +19.7% | +17.0% | +2.7% | +1.1% |
| All | +19.7% | +17.8% | +1.9% | +1.1% |
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