+328.6%
TMO vs VYM
+209.2%
+119.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.5% |
| 7D | -0.6% | -0.8% | +0.2% | 0.0% |
| 30D | +1.1% | -2.2% | +3.4% | +3.1% |
| 3M | +28.3% | +3.1% | +25.3% | +25.0% |
| 6M | +23.3% | +9.7% | +13.5% | +13.9% |
| YTD | +5.5% | +14.9% | -9.4% | -6.3% |
| 1Y | +24.5% | +17.6% | +7.0% | +8.5% |
| 3Y | +19.6% | +65.3% | -45.7% | -20.8% |
| 5Y | +8.1% | +78.7% | -70.6% | -32.2% |
| All | +328.6% | +209.2% | +119.5% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling